-20.3%
PNR vs SITM
+187.3%
-207.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.1% |
| 7D | -6.0% | +3.9% | -9.9% | -6.6% |
| 30D | -14.0% | -6.6% | -7.4% | -13.4% |
| 3M | -21.7% | -11.9% | -9.8% | -21.6% |
| 6M | -37.3% | +81.1% | -118.4% | -45.2% |
| YTD | -45.1% | +80.0% | -125.1% | -52.4% |
| 1Y | -49.1% | +145.8% | -195.0% | -58.7% |
| 3Y | -14.8% | +475.9% | -490.7% | -45.0% |
| All | -20.3% | +187.3% | -207.6% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling