+180.4%
PNR vs FIVE
+868.1%
-687.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.9% |
| 7D | -2.4% | +4.3% | -6.6% | -3.4% |
| 30D | -12.8% | +12.5% | -25.3% | -15.4% |
| 3M | -17.0% | +31.2% | -48.2% | -22.6% |
| 6M | -37.4% | +14.4% | -51.8% | -40.2% |
| YTD | -41.6% | +33.9% | -75.5% | -46.4% |
| 1Y | -44.6% | +65.1% | -109.7% | -51.9% |
| 3Y | -12.1% | +49.0% | -61.1% | -26.5% |
| 5Y | -17.4% | +30.3% | -47.7% | -30.6% |
| 10Y | +64.0% | +481.1% | -417.1% | -2.0% |
| All | +180.4% | +868.1% | -687.7% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling