-31.8%
PNR vs LEN
-21.9%
-9.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.8% | +0.8% |
| 7D | +11.9% | +10.5% | +1.4% | +8.0% |
| 30D | +37.1% | +24.6% | +12.5% | +27.1% |
| 3M | +5.7% | +6.6% | -0.9% | +2.9% |
| 6M | -5.7% | +10.6% | -16.3% | -9.8% |
| YTD | -29.8% | -8.3% | -21.5% | -30.1% |
| 1Y | -31.8% | -22.5% | -9.3% | -28.2% |
| All | -31.8% | -21.9% | -9.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling