-49.1%
PNR vs REPL
+119.0%
-168.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.3% |
| 7D | -6.0% | -14.1% | +8.1% | -6.2% |
| 30D | -14.0% | -15.2% | +1.3% | -14.2% |
| 3M | -21.7% | +49.9% | -71.6% | -20.7% |
| 6M | -37.3% | +63.5% | -100.8% | -35.8% |
| YTD | -45.1% | +32.9% | -78.1% | -43.8% |
| 1Y | -49.1% | +115.0% | -164.1% | -48.1% |
| All | -49.1% | +119.0% | -168.1% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling