-13.4%
PNR vs S
+13.6%
-27.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.6% |
| 30D | -13.8% | -12.6% | -1.3% | -11.9% |
| 3M | -22.5% | +27.6% | -50.1% | -26.8% |
| 6M | -37.2% | +35.5% | -72.6% | -42.0% |
| YTD | -44.2% | +29.6% | -73.8% | -48.1% |
| 1Y | -46.6% | +8.1% | -54.8% | -48.7% |
| All | -13.4% | +13.6% | -27.0% | -23.3% |
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