+62.8%
PNR vs NTRS
+259.9%
-197.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.8% |
| 7D | -6.0% | +1.4% | -7.4% | -6.7% |
| 30D | -14.0% | -0.7% | -13.3% | -13.8% |
| 3M | -21.7% | +11.3% | -33.0% | -26.8% |
| 6M | -37.3% | +35.5% | -72.8% | -47.7% |
| YTD | -45.1% | +40.6% | -85.7% | -55.4% |
| 1Y | -49.1% | +49.2% | -98.3% | -60.1% |
| 3Y | -14.8% | +167.2% | -182.1% | -53.0% |
| 5Y | -21.0% | +94.9% | -115.9% | -49.4% |
| All | +62.8% | +259.9% | -197.1% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling