+2,437.9%
PNR vs M
+428.6%
+2,009.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | +29.3% | +7.0% | +22.3% | +27.1% |
| 3M | +4.1% | +3.1% | +1.0% | +3.1% |
| 6M | -8.6% | +33.5% | -42.1% | -15.7% |
| YTD | -33.6% | +13.4% | -47.0% | -36.5% |
| 1Y | -36.4% | +22.4% | -58.8% | -40.4% |
| 3Y | +15.1% | +150.9% | -135.8% | -14.4% |
| 5Y | -3.8% | -3.0% | -0.7% | -14.8% |
| 10Y | +99.7% | -9.1% | +108.8% | +47.5% |
| All | +2,437.9% | +428.6% | +2,009.4% | +1,109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling