-15.1%
PNR vs LTH
+152.0%
-167.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | -3.9% | -4.0% | +0.1% | -2.8% |
| 30D | -13.8% | -1.7% | -12.1% | -13.5% |
| 3M | -22.5% | +28.0% | -50.5% | -27.8% |
| 6M | -37.2% | +54.1% | -91.2% | -44.7% |
| YTD | -44.2% | +57.1% | -101.3% | -51.3% |
| 1Y | -46.6% | +45.8% | -92.4% | -52.5% |
| 3Y | -12.5% | +157.6% | -170.1% | -35.5% |
| All | -15.1% | +152.0% | -167.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling