+36.7%
PNR vs NTR
+97.9%
-61.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -6.0% | -1.3% | -4.7% | -5.7% |
| 30D | -14.0% | +16.8% | -30.7% | -18.3% |
| 3M | -21.7% | +20.7% | -42.4% | -26.6% |
| 6M | -37.3% | +0.5% | -37.8% | -38.2% |
| YTD | -45.1% | +29.2% | -74.3% | -50.7% |
| 1Y | -49.1% | +39.6% | -88.7% | -55.8% |
| 3Y | -14.8% | +37.9% | -52.7% | -27.3% |
| 5Y | -21.0% | +47.1% | -68.1% | -41.9% |
| All | +36.7% | +97.9% | -61.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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