-44.6%
PNR vs LEN
-37.1%
-7.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -12.8% | -4.9% | -7.9% | -11.4% |
| 3M | -17.0% | -8.5% | -8.5% | -14.9% |
| 6M | -37.4% | -20.7% | -16.8% | -33.9% |
| YTD | -41.6% | -17.4% | -24.2% | -39.4% |
| 1Y | -44.6% | -38.2% | -6.4% | -37.8% |
| All | -44.6% | -37.1% | -7.5% | -37.8% |
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