-16.5%
PNR vs LTH
+150.5%
-167.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -4.0% | -2.0% | -5.0% |
| 30D | -14.0% | -5.3% | -8.7% | -12.8% |
| 3M | -21.7% | +19.0% | -40.7% | -25.5% |
| 6M | -37.3% | +55.8% | -93.1% | -45.0% |
| YTD | -45.1% | +56.1% | -101.3% | -52.0% |
| 1Y | -49.1% | +41.3% | -90.4% | -54.4% |
| 3Y | -14.8% | +156.6% | -171.5% | -37.1% |
| All | -16.5% | +150.5% | -167.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling