-9.9%
PNR vs S
-56.9%
+47.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -15.6% | -11.8% | -3.8% | -14.1% |
| 3M | -20.2% | +33.9% | -54.1% | -24.2% |
| 6M | -36.6% | +40.1% | -76.7% | -40.7% |
| YTD | -45.0% | +32.1% | -77.0% | -48.1% |
| 1Y | -47.4% | +11.0% | -58.5% | -49.3% |
| 3Y | -13.7% | +16.9% | -30.6% | -19.3% |
| 5Y | -20.8% | -68.9% | +48.1% | -20.6% |
| All | -9.9% | -56.9% | +47.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling