-35.0%
PNR vs FIVE
+63.0%
-98.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | +7.3% | -7.5% | -1.3% |
| 30D | +33.4% | +18.1% | +15.3% | +29.9% |
| 3M | +4.9% | +7.7% | -2.9% | +3.3% |
| 6M | -8.5% | +13.6% | -22.1% | -10.9% |
| YTD | -32.1% | +34.6% | -66.7% | -37.5% |
| 1Y | -35.0% | +66.2% | -101.2% | -44.2% |
| All | -35.0% | +63.0% | -98.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling