-10.8%
PNR vs M
+120.4%
-131.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.1% |
| 7D | -3.0% | +2.4% | -5.4% | -3.5% |
| 30D | -14.9% | -11.6% | -3.3% | -12.7% |
| 3M | -19.0% | +1.6% | -20.7% | -19.6% |
| 6M | -35.9% | +25.2% | -61.1% | -39.2% |
| YTD | -43.1% | +3.8% | -46.9% | -44.1% |
| 1Y | -46.4% | +36.3% | -82.7% | -50.3% |
| 3Y | -10.8% | +116.3% | -127.2% | -31.3% |
| All | -10.8% | +120.4% | -131.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling