-20.3%
PNR vs SPXU
-86.1%
+65.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -1.2% |
| 7D | -6.0% | +2.5% | -8.5% | -5.1% |
| 30D | -14.0% | +4.2% | -18.2% | -12.5% |
| 3M | -21.7% | -9.3% | -12.4% | -24.0% |
| 6M | -37.3% | -30.7% | -6.6% | -44.3% |
| YTD | -45.1% | -28.1% | -17.0% | -50.3% |
| 1Y | -49.1% | -35.2% | -13.9% | -55.4% |
| 3Y | -14.8% | -79.9% | +65.1% | -46.3% |
| All | -20.3% | -86.1% | +65.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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