+98.5%
PNR vs Z
-16.5%
+115.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -0.5% |
| 7D | +0.3% | +0.8% | -0.6% | 0.0% |
| 30D | +31.7% | +5.2% | +26.5% | +29.8% |
| 3M | +2.6% | -17.0% | +19.7% | +6.0% |
| 6M | -6.4% | -22.7% | +16.3% | -2.5% |
| YTD | -33.4% | -56.3% | +22.9% | -22.4% |
| 1Y | -35.1% | -57.7% | +22.6% | -24.0% |
| 3Y | +17.1% | -16.5% | +33.6% | +15.8% |
| 5Y | -3.5% | -53.4% | +49.9% | +1.9% |
| All | +98.5% | -16.5% | +115.0% | +57.9% |
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