+1.0%
PNR vs LTH
+174.8%
-173.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.6% |
| 7D | -2.3% | -4.6% | +2.3% | -1.1% |
| 30D | +29.3% | +14.8% | +14.4% | +24.4% |
| 3M | +4.1% | +3.9% | +0.2% | +2.7% |
| 6M | -8.6% | +35.5% | -44.1% | -16.4% |
| YTD | -33.6% | +71.3% | -104.9% | -43.4% |
| 1Y | -36.4% | +75.7% | -112.1% | -46.2% |
| 3Y | +15.1% | +231.9% | -216.8% | -20.4% |
| 5Y | -3.8% | +130.5% | -134.2% | -35.5% |
| All | +1.0% | +174.8% | -173.8% | -32.7% |
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