+72.1%
PNR vs RUN
-29.4%
+101.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.4% | -3.1% |
| 7D | -3.0% | +10.2% | -13.2% | -4.2% |
| 30D | -14.9% | -9.6% | -5.3% | -14.0% |
| 3M | -19.0% | -31.5% | +12.5% | -16.0% |
| 6M | -35.9% | -18.7% | -17.2% | -35.2% |
| YTD | -43.1% | -49.9% | +6.7% | -40.1% |
| 1Y | -46.4% | -45.5% | -0.9% | -44.6% |
| 3Y | -10.8% | -34.1% | +23.3% | -21.2% |
| 5Y | -18.9% | -79.4% | +60.6% | -21.9% |
| 10Y | +64.4% | +48.9% | +15.5% | +11.5% |
| All | +72.1% | -29.4% | +101.5% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling