+62.8%
PNR vs Z
-2.5%
+65.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.1% |
| 7D | -6.0% | -6.0% | 0.0% | -4.8% |
| 30D | -14.0% | -2.3% | -11.7% | -13.7% |
| 3M | -21.7% | -0.6% | -21.1% | -22.2% |
| 6M | -37.3% | -27.6% | -9.7% | -33.5% |
| YTD | -45.1% | -52.4% | +7.2% | -36.9% |
| 1Y | -49.1% | -63.6% | +14.5% | -38.3% |
| 3Y | -14.8% | -36.4% | +21.6% | -10.7% |
| 5Y | -21.0% | -64.6% | +43.6% | -13.3% |
| All | +62.8% | -2.5% | +65.3% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling