-19.7%
PNR vs SM
+106.9%
-126.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -13.8% | +20.3% | -34.1% | -15.9% |
| 3M | -22.5% | +22.9% | -45.5% | -25.1% |
| 6M | -37.2% | +47.8% | -85.0% | -41.6% |
| YTD | -44.2% | +107.5% | -151.7% | -51.1% |
| 1Y | -46.6% | +51.7% | -98.4% | -51.0% |
| 3Y | -12.5% | -0.9% | -11.7% | -17.0% |
| All | -19.7% | +106.9% | -126.6% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling