-49.1%
PNR vs USFR
+4.1%
-53.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | +0.3% |
| 7D | -6.0% | +0.1% | -6.2% | -5.1% |
| 30D | -14.0% | +0.4% | -14.3% | -11.8% |
| 3M | -21.7% | +1.0% | -22.7% | -14.2% |
| 6M | -37.3% | +2.0% | -39.3% | -25.0% |
| YTD | -45.1% | +2.8% | -47.9% | -30.7% |
| 1Y | -49.1% | +4.1% | -53.2% | -32.3% |
| All | -49.1% | +4.1% | -53.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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