-44.6%
PNR vs Z
-58.8%
+14.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -2.0% |
| 30D | -12.8% | -4.2% | -8.6% | -12.4% |
| 3M | -17.0% | -3.7% | -13.3% | -16.5% |
| 6M | -37.4% | -24.5% | -12.9% | -34.6% |
| YTD | -41.6% | -49.3% | +7.7% | -34.7% |
| 1Y | -44.6% | -58.7% | +14.1% | -36.4% |
| All | -44.6% | -58.8% | +14.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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