-13.4%
PNR vs REPL
-27.0%
+13.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -3.9% | -9.6% | +5.7% | -3.9% |
| 30D | -13.8% | +5.7% | -19.5% | -13.8% |
| 3M | -22.5% | +56.4% | -78.9% | -22.4% |
| 6M | -37.2% | +67.4% | -104.6% | -37.2% |
| YTD | -44.2% | +48.7% | -92.9% | -44.2% |
| 1Y | -46.6% | +148.3% | -194.9% | -47.4% |
| All | -13.4% | -27.0% | +13.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling