-20.3%
PNR vs QSR
+40.5%
-60.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -6.0% | -4.0% | -2.0% | -4.5% |
| 30D | -14.0% | +2.8% | -16.7% | -15.0% |
| 3M | -21.7% | +5.1% | -26.8% | -23.4% |
| 6M | -37.3% | +8.8% | -46.1% | -39.8% |
| YTD | -45.1% | +14.8% | -60.0% | -48.6% |
| 1Y | -49.1% | +25.7% | -74.9% | -54.3% |
| 3Y | -14.8% | +27.5% | -42.4% | -26.1% |
| All | -20.3% | +40.5% | -60.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling