+45.8%
PNR vs USFR
+27.6%
+18.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | -19.0% | +1.0% | -20.0% | -19.3% |
| 6M | -35.9% | +1.9% | -37.9% | -36.3% |
| YTD | -43.1% | +2.7% | -45.8% | -43.6% |
| 1Y | -46.4% | +4.0% | -50.4% | -47.1% |
| 3Y | -10.8% | +14.0% | -24.9% | -14.4% |
| 5Y | -18.9% | +20.4% | -39.3% | -23.4% |
| 10Y | +64.4% | +28.1% | +36.4% | +53.2% |
| All | +45.8% | +27.6% | +18.2% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling