+62.8%
PNR vs SM
+23.0%
+39.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.0% | +4.6% | -10.6% | -6.5% |
| 30D | -14.0% | +18.2% | -32.2% | -15.5% |
| 3M | -21.7% | +22.5% | -44.2% | -23.7% |
| 6M | -37.3% | +50.6% | -87.8% | -40.7% |
| YTD | -45.1% | +108.1% | -153.2% | -50.1% |
| 1Y | -49.1% | +46.0% | -95.1% | -52.0% |
| 3Y | -14.8% | +2.9% | -17.7% | -18.1% |
| 5Y | -21.0% | +112.6% | -133.6% | -31.2% |
| All | +62.8% | +23.0% | +39.8% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling