-49.1%
PNR vs LEN
-41.0%
-8.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.0% |
| 7D | -6.0% | -4.8% | -1.3% | -4.5% |
| 30D | -14.0% | -6.6% | -7.4% | -12.0% |
| 3M | -21.7% | -15.7% | -6.0% | -17.5% |
| 6M | -37.3% | -16.6% | -20.6% | -34.3% |
| YTD | -45.1% | -21.3% | -23.8% | -42.2% |
| 1Y | -49.1% | -42.0% | -7.1% | -42.7% |
| All | -49.1% | -41.0% | -8.2% | -42.7% |
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