-20.8%
PNR vs LEN
-13.7%
-7.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | +0.3% |
| 7D | -5.5% | -7.8% | +2.3% | -1.8% |
| 30D | -15.6% | -11.0% | -4.5% | -10.8% |
| 3M | -20.2% | -12.8% | -7.4% | -15.5% |
| 6M | -36.6% | -20.2% | -16.4% | -30.2% |
| YTD | -45.0% | -23.0% | -22.0% | -38.9% |
| 1Y | -47.4% | -41.8% | -5.6% | -33.5% |
| 3Y | -13.7% | -28.8% | +15.1% | -6.2% |
| 5Y | -20.8% | -12.6% | -8.2% | -27.1% |
| All | -20.8% | -13.7% | -7.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling