-13.4%
PNR vs GEN
+57.6%
-71.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -3.9% | -2.9% | -1.0% | -3.0% |
| 30D | -13.8% | +2.1% | -15.9% | -14.4% |
| 3M | -22.5% | +19.7% | -42.2% | -26.8% |
| 6M | -37.2% | +33.3% | -70.4% | -42.9% |
| YTD | -44.2% | +11.1% | -55.3% | -45.7% |
| 1Y | -46.6% | +3.0% | -49.6% | -46.6% |
| All | -13.4% | +57.6% | -71.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling