-11.2%
PNR vs LTH
+160.9%
-172.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -12.8% | -4.6% | -8.2% | -11.8% |
| 3M | -17.0% | +32.8% | -49.8% | -23.4% |
| 6M | -37.4% | +64.6% | -102.0% | -46.0% |
| YTD | -41.6% | +62.6% | -104.2% | -49.5% |
| 1Y | -44.6% | +49.9% | -94.6% | -51.1% |
| 3Y | -12.1% | +151.3% | -163.5% | -34.8% |
| All | -11.2% | +160.9% | -172.1% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling