-20.3%
PNR vs KMX
-54.8%
+34.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -6.0% | -3.1% | -2.9% | -5.1% |
| 30D | -14.0% | +4.4% | -18.4% | -15.2% |
| 3M | -21.7% | +18.9% | -40.6% | -26.6% |
| 6M | -37.3% | +44.3% | -81.6% | -45.5% |
| YTD | -45.1% | +58.7% | -103.8% | -54.3% |
| 1Y | -49.1% | +0.1% | -49.2% | -51.1% |
| 3Y | -14.8% | -24.4% | +9.6% | -11.8% |
| All | -20.3% | -54.8% | +34.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 5y: compounded portfolio wealth divided by compounded KMX 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…
5y analysis · Full analysis span regression · 6 months rolling