-44.6%
PNR vs NTRS
+47.2%
-91.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -12.8% | +1.7% | -14.5% | -13.3% |
| 3M | -17.0% | +8.9% | -25.8% | -20.2% |
| 6M | -37.4% | +30.6% | -68.0% | -44.5% |
| YTD | -41.6% | +38.7% | -80.3% | -49.6% |
| 1Y | -44.6% | +48.1% | -92.7% | -53.7% |
| All | -44.6% | +47.2% | -91.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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