+17.1%
PNR vs S
+41.6%
-24.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.3% | +2.0% | -1.7% | -0.1% |
| 30D | +31.7% | -2.7% | +34.4% | +31.7% |
| 3M | +2.6% | -6.9% | +9.5% | +2.8% |
| 6M | -6.4% | +38.1% | -44.4% | -13.6% |
| YTD | -33.4% | +48.0% | -81.4% | -40.0% |
| 1Y | -35.1% | +34.5% | -69.5% | -40.5% |
| 3Y | +17.1% | +38.3% | -21.2% | +3.6% |
| All | +17.1% | +41.6% | -24.5% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling