+43.9%
PNR vs SITM
+4,789.7%
-4,745.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.7% |
| YTD | -45.1% | +80.0% | -125.1% | -51.9% |
| 1Y | -49.1% | +145.8% | -195.0% | -58.1% |
| 3Y | -14.8% | +475.9% | -490.7% | -42.6% |
| 5Y | -21.0% | +189.2% | -210.2% | -45.8% |
| All | +43.9% | +4,789.7% | -4,745.7% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling