-20.8%
PNR vs USFR
+20.4%
-41.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -15.6% | +0.3% | -15.9% | -15.8% |
| 3M | -20.2% | +1.0% | -21.2% | -20.9% |
| 6M | -36.6% | +1.9% | -38.5% | -37.8% |
| YTD | -45.0% | +2.7% | -47.7% | -46.5% |
| 1Y | -47.4% | +4.0% | -51.4% | -50.0% |
| 3Y | -13.7% | +14.1% | -27.8% | -27.2% |
| 5Y | -20.8% | +20.5% | -41.3% | -36.3% |
| All | -20.8% | +20.4% | -41.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling