+54.2%
PNR vs REPL
-6.0%
+60.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | -12.8% | +27.1% | -39.9% | -13.5% |
| 3M | -17.0% | +52.4% | -69.4% | -19.4% |
| 6M | -37.4% | +107.4% | -144.9% | -42.4% |
| YTD | -41.6% | +54.7% | -96.3% | -45.5% |
| 1Y | -44.6% | +158.9% | -203.5% | -51.2% |
| 3Y | -12.1% | -23.7% | +11.6% | -25.5% |
| 5Y | -17.4% | -54.3% | +37.0% | -28.4% |
| All | +54.2% | -6.0% | +60.2% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling