+238.2%
PNR vs PSLV
+109.5%
+128.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -6.0% | -3.5% | -2.6% | -5.7% |
| 30D | -14.0% | -2.1% | -11.8% | -13.8% |
| 3M | -21.7% | -1.6% | -20.1% | -21.7% |
| 6M | -37.3% | -25.5% | -11.8% | -35.6% |
| YTD | -45.1% | -11.4% | -33.7% | -45.6% |
| 1Y | -49.1% | +48.6% | -97.7% | -53.0% |
| 3Y | -14.8% | +166.9% | -181.7% | -27.4% |
| 5Y | -21.0% | +152.4% | -173.4% | -32.8% |
| 10Y | +64.7% | +187.8% | -123.0% | +34.0% |
| All | +238.2% | +109.5% | +128.7% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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