-19.3%
PNR vs S
-71.9%
+52.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.7% |
| 30D | -13.8% | -12.6% | -1.3% | -12.1% |
| 3M | -22.5% | +27.6% | -50.1% | -26.1% |
| 6M | -37.2% | +35.5% | -72.6% | -41.2% |
| YTD | -44.2% | +29.6% | -73.8% | -47.5% |
| 1Y | -46.6% | +8.1% | -54.8% | -48.4% |
| 3Y | -12.5% | +14.8% | -27.3% | -18.5% |
| 5Y | -19.3% | -70.6% | +51.2% | -15.8% |
| All | -19.3% | -71.9% | +52.5% | -15.8% |
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