+1,056.0%
PNR vs HIG
+987.6%
+68.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.0% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -13.8% | -2.8% | -11.0% | -13.3% |
| 3M | -22.5% | +6.3% | -28.9% | -23.6% |
| 6M | -37.2% | -0.1% | -37.0% | -37.2% |
| YTD | -44.2% | +0.4% | -44.7% | -44.4% |
| 1Y | -46.6% | +6.2% | -52.9% | -47.5% |
| 3Y | -12.5% | +101.6% | -114.1% | -25.5% |
| 5Y | -19.3% | +119.8% | -139.2% | -32.6% |
| 10Y | +67.5% | +311.7% | -244.3% | +20.3% |
| All | +1,056.0% | +987.6% | +68.4% | +471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling