-19.3%
PNR vs M
+22.2%
-41.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.0% |
| 7D | -3.9% | -4.1% | +0.2% | -3.0% |
| 30D | -13.8% | -13.6% | -0.2% | -11.0% |
| 3M | -22.5% | -2.3% | -20.3% | -22.5% |
| 6M | -37.2% | +21.9% | -59.1% | -40.2% |
| YTD | -44.2% | -0.6% | -43.6% | -44.7% |
| 1Y | -46.6% | +29.7% | -76.4% | -50.3% |
| 3Y | -12.5% | +107.3% | -119.8% | -30.7% |
| 5Y | -19.3% | +20.5% | -39.8% | -30.3% |
| All | -19.3% | +22.2% | -41.6% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling