+3,426.6%
PNR vs NTRS
+7,800.3%
-4,373.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.7% |
| 7D | -6.0% | +1.4% | -7.4% | -6.5% |
| 30D | -14.0% | -0.7% | -13.3% | -13.8% |
| 3M | -21.7% | +11.3% | -33.0% | -25.3% |
| 6M | -37.3% | +35.5% | -72.8% | -44.8% |
| YTD | -45.1% | +40.6% | -85.7% | -52.5% |
| 1Y | -49.1% | +49.2% | -98.3% | -57.1% |
| 3Y | -14.8% | +167.2% | -182.1% | -43.3% |
| 5Y | -21.0% | +94.9% | -115.9% | -41.4% |
| 10Y | +64.7% | +259.5% | -194.7% | -4.0% |
| All | +3,426.6% | +7,800.3% | -4,373.7% | +999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling