-49.1%
PNR vs Z
-62.2%
+13.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | -6.0% | -6.0% | 0.0% | -5.2% |
| 30D | -14.0% | -2.3% | -11.7% | -13.8% |
| 3M | -21.7% | -0.6% | -21.1% | -21.9% |
| 6M | -37.3% | -27.6% | -9.7% | -34.2% |
| YTD | -45.1% | -52.4% | +7.2% | -38.5% |
| 1Y | -49.1% | -63.6% | +14.5% | -42.1% |
| All | -49.1% | -62.2% | +13.0% | -42.1% |
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