-31.8%
PNR vs SM
+70.4%
-102.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.3% | +18.6% | +1.2% |
| 7D | +11.9% | -21.5% | +33.4% | +8.6% |
| 30D | +37.1% | -11.4% | +48.5% | +34.8% |
| 3M | +5.7% | +0.6% | +5.1% | +5.8% |
| 6M | -5.7% | +0.2% | -5.9% | -5.2% |
| YTD | -29.8% | +69.7% | -99.5% | -35.0% |
| 1Y | -31.8% | +71.6% | -103.4% | -36.7% |
| All | -31.8% | +70.4% | -102.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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