+377.2%
PNR vs HBM
+654.4%
-277.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -3.8% |
| 7D | -3.0% | +7.4% | -10.4% | -4.4% |
| 30D | -14.9% | +5.1% | -20.0% | -16.0% |
| 3M | -19.0% | +11.1% | -30.2% | -21.6% |
| 6M | -35.9% | +30.2% | -66.1% | -40.6% |
| YTD | -43.1% | +46.2% | -89.4% | -49.1% |
| 1Y | -46.4% | +120.0% | -166.4% | -56.2% |
| 3Y | -10.8% | +527.4% | -538.2% | -43.6% |
| 5Y | -18.9% | +400.4% | -419.2% | -49.1% |
| 10Y | +64.4% | +621.5% | -557.1% | -21.2% |
| All | +377.2% | +654.4% | -277.2% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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