-31.8%
PNR vs SITM
+47.5%
-79.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.7% | +3.7% |
| 7D | +11.9% | -19.5% | +31.4% | +13.0% |
| 30D | +37.1% | -43.2% | +80.3% | +41.1% |
| 3M | +5.7% | -30.8% | +36.5% | +6.8% |
| 6M | -5.7% | -28.6% | +22.9% | -7.0% |
| YTD | -29.8% | +14.2% | -44.0% | -35.1% |
| 1Y | -31.8% | +44.4% | -76.2% | -37.7% |
| All | -31.8% | +47.5% | -79.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling