-18.9%
PNR vs FIVE
+38.7%
-57.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.8% |
| 7D | -3.0% | +3.7% | -6.7% | -3.9% |
| 30D | -14.9% | +4.0% | -18.9% | -15.8% |
| 3M | -19.0% | +36.2% | -55.3% | -25.3% |
| 6M | -35.9% | +18.0% | -53.9% | -39.3% |
| YTD | -43.1% | +34.9% | -78.0% | -48.1% |
| 1Y | -46.4% | +67.9% | -114.3% | -53.9% |
| 3Y | -10.8% | +57.3% | -68.2% | -26.3% |
| 5Y | -18.9% | +39.5% | -58.4% | -32.3% |
| All | -18.9% | +38.7% | -57.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling