-47.4%
PNR vs S
+10.1%
-57.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -15.6% | -11.8% | -3.8% | -14.5% |
| 3M | -20.2% | +33.9% | -54.1% | -23.3% |
| 6M | -36.6% | +40.1% | -76.7% | -40.0% |
| YTD | -45.0% | +32.1% | -77.0% | -47.7% |
| 1Y | -47.4% | +11.0% | -58.5% | -48.9% |
| All | -47.4% | +10.1% | -57.5% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling