-4.0%
PNR vs S
-71.1%
+67.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.8% |
| 3M | +2.6% | -6.9% | +9.5% | +2.8% |
| 6M | -6.4% | +38.1% | -44.4% | -12.9% |
| YTD | -33.4% | +48.0% | -81.4% | -39.3% |
| 1Y | -35.1% | +34.5% | -69.5% | -39.9% |
| 3Y | +17.1% | +38.3% | -21.2% | +4.8% |
| All | -4.0% | -71.1% | +67.1% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling