-20.3%
PNR vs UUUU
+79.1%
-99.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.2% |
| 7D | -6.0% | -10.5% | +4.5% | -5.1% |
| 30D | -14.0% | -10.5% | -3.5% | -13.2% |
| 3M | -21.7% | -14.1% | -7.6% | -20.9% |
| 6M | -37.3% | -35.5% | -1.8% | -35.5% |
| YTD | -45.1% | -10.9% | -34.2% | -46.3% |
| 1Y | -49.1% | +3.4% | -52.5% | -52.1% |
| 3Y | -14.8% | +73.1% | -88.0% | -28.8% |
| All | -20.3% | +79.1% | -99.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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