-14.6%
PNR vs RUN
-38.5%
+23.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -1.2% |
| 7D | -5.5% | -3.4% | -2.1% | -5.2% |
| 30D | -15.6% | -14.0% | -1.6% | -14.6% |
| 3M | -20.2% | -27.5% | +7.3% | -18.4% |
| 6M | -36.6% | -29.0% | -7.6% | -35.4% |
| YTD | -45.0% | -53.1% | +8.1% | -42.6% |
| 1Y | -47.4% | -46.7% | -0.7% | -46.0% |
| All | -14.6% | -38.5% | +23.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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