+45.3%
PNR vs REPL
-17.3%
+62.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.1% |
| 7D | -5.5% | -13.4% | +7.9% | -5.1% |
| 30D | -15.6% | -3.0% | -12.6% | -15.5% |
| 3M | -20.2% | +56.3% | -76.5% | -22.7% |
| 6M | -36.6% | +60.9% | -97.5% | -40.9% |
| YTD | -45.0% | +36.2% | -81.2% | -48.4% |
| 1Y | -47.4% | +121.0% | -168.5% | -53.4% |
| 3Y | -13.7% | -32.8% | +19.1% | -26.5% |
| 5Y | -20.8% | -58.7% | +37.9% | -31.3% |
| All | +45.3% | -17.3% | +62.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling