-35.3%
PNR vs M
+25.0%
-60.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | +33.1% | +8.1% | +25.0% | +30.5% |
| 3M | +3.7% | +2.2% | +1.5% | +2.9% |
| 6M | -7.7% | +35.1% | -42.8% | -15.5% |
| YTD | -32.4% | +15.8% | -48.3% | -35.7% |
| All | -35.3% | +25.0% | -60.3% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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