-49.1%
PNR vs LTH
+45.2%
-94.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -4.0% | -2.0% | -5.1% |
| 30D | -14.0% | -5.3% | -8.7% | -13.0% |
| 3M | -21.7% | +19.0% | -40.7% | -24.8% |
| 6M | -37.3% | +55.8% | -93.1% | -44.1% |
| YTD | -45.1% | +56.1% | -101.3% | -50.6% |
| 1Y | -49.1% | +41.3% | -90.4% | -52.5% |
| All | -49.1% | +45.2% | -94.3% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling