+62.8%
PNR vs HIG
+313.7%
-250.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -6.0% | -1.5% | -4.6% | -5.4% |
| 30D | -14.0% | -0.4% | -13.6% | -13.9% |
| 3M | -21.7% | +6.7% | -28.4% | -24.0% |
| 6M | -37.3% | +2.0% | -39.2% | -38.0% |
| YTD | -45.1% | +0.3% | -45.4% | -45.5% |
| 1Y | -49.1% | +4.2% | -53.3% | -50.4% |
| 3Y | -14.8% | +102.2% | -117.1% | -39.7% |
| 5Y | -21.0% | +118.5% | -139.5% | -46.4% |
| All | +62.8% | +313.7% | -250.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling