+2,375.9%
PNR vs SM
+1,608.3%
+767.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -12.8% | +26.3% | -39.1% | -15.9% |
| 3M | -17.0% | +8.7% | -25.7% | -18.8% |
| 6M | -37.4% | +51.7% | -89.1% | -42.2% |
| YTD | -41.6% | +99.0% | -140.7% | -48.4% |
| 1Y | -44.6% | +34.6% | -79.2% | -48.4% |
| 3Y | -12.1% | -7.8% | -4.4% | -15.4% |
| 5Y | -17.4% | +104.8% | -122.2% | -32.4% |
| 10Y | +64.0% | +7.2% | +56.8% | +6.0% |
| All | +2,375.9% | +1,608.3% | +767.6% | +875.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling