+73.6%
PNR vs SFM
+117.5%
-43.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.6% |
| 7D | -3.0% | -5.8% | +2.8% | -2.1% |
| 30D | -14.9% | -11.4% | -3.6% | -13.4% |
| 3M | -19.0% | -12.2% | -6.8% | -17.7% |
| 6M | -35.9% | -5.2% | -30.8% | -36.0% |
| YTD | -43.1% | -4.5% | -38.7% | -43.4% |
| 1Y | -46.4% | -45.4% | -1.0% | -42.0% |
| 3Y | -10.8% | +91.1% | -101.9% | -22.6% |
| 5Y | -18.9% | +226.8% | -245.6% | -36.5% |
| 10Y | +64.4% | +291.9% | -227.5% | +19.3% |
| All | +73.6% | +117.5% | -43.8% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling