+3,400.2%
PNR vs LH
+1,372.9%
+2,027.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -14.9% | +2.0% | -16.9% | -15.2% |
| 3M | -19.0% | +24.3% | -43.3% | -21.9% |
| 6M | -35.9% | +21.1% | -57.0% | -37.9% |
| YTD | -43.1% | +30.4% | -73.6% | -45.6% |
| 1Y | -46.4% | +18.4% | -64.8% | -47.9% |
| 3Y | -10.8% | +65.5% | -76.3% | -18.1% |
| 5Y | -18.9% | +29.9% | -48.7% | -22.7% |
| 10Y | +64.4% | +186.6% | -122.2% | +39.3% |
| All | +3,400.2% | +1,372.9% | +2,027.3% | +2,319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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