+3,485.2%
PNR vs LEN
+10,174.6%
-6,689.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -3.9% | -3.4% | -0.5% | -3.0% |
| 30D | -13.8% | -5.7% | -8.1% | -12.4% |
| 3M | -22.5% | -12.2% | -10.3% | -20.0% |
| 6M | -37.2% | -18.3% | -18.9% | -33.9% |
| YTD | -44.2% | -20.2% | -24.0% | -41.2% |
| 1Y | -46.6% | -40.1% | -6.6% | -39.4% |
| 3Y | -12.5% | -26.2% | +13.7% | -6.9% |
| 5Y | -19.3% | -9.8% | -9.5% | -19.2% |
| 10Y | +67.5% | +109.1% | -41.7% | +30.1% |
| All | +3,485.2% | +10,174.6% | -6,689.5% | +1,526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling