+237.5%
PNR vs POET
-20.5%
+258.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.4% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | -14.0% | -10.4% | -3.6% | -13.7% |
| 3M | -21.7% | -29.3% | +7.6% | -21.0% |
| 6M | -37.3% | +6.9% | -44.1% | -39.1% |
| YTD | -45.1% | +25.6% | -70.7% | -47.2% |
| 1Y | -49.1% | +49.2% | -98.3% | -51.7% |
| 3Y | -14.8% | +128.4% | -143.3% | -23.8% |
| 5Y | -21.0% | -4.2% | -16.8% | -28.3% |
| 10Y | +64.7% | +30.3% | +34.4% | +40.1% |
| All | +237.5% | -20.5% | +258.0% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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