-14.6%
PNR vs QID
-73.3%
+58.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -0.6% |
| 7D | -5.5% | +2.7% | -8.2% | -4.6% |
| 30D | -15.6% | +3.3% | -18.9% | -14.6% |
| 3M | -20.2% | -5.5% | -14.7% | -21.1% |
| 6M | -36.6% | -28.4% | -8.2% | -42.8% |
| YTD | -45.0% | -26.6% | -18.4% | -49.7% |
| 1Y | -47.4% | -34.1% | -13.3% | -53.5% |
| All | -14.6% | -73.3% | +58.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling