-20.3%
PNR vs SFM
+213.6%
-233.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -6.0% | -10.6% | +4.6% | -4.4% |
| 30D | -14.0% | -15.5% | +1.5% | -11.8% |
| 3M | -21.7% | -17.4% | -4.3% | -19.6% |
| 6M | -37.3% | -3.4% | -33.8% | -37.6% |
| YTD | -45.1% | -8.7% | -36.5% | -45.0% |
| 1Y | -49.1% | -47.2% | -2.0% | -44.3% |
| 3Y | -14.8% | +82.7% | -97.6% | -27.2% |
| All | -20.3% | +213.6% | -233.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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