-13.4%
PNR vs Z
-37.2%
+23.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -3.9% | -7.1% | +3.2% | -2.2% |
| 30D | -13.8% | -4.8% | -9.0% | -13.0% |
| 3M | -22.5% | -9.3% | -13.2% | -21.3% |
| 6M | -37.2% | -29.0% | -8.2% | -32.3% |
| YTD | -44.2% | -52.9% | +8.7% | -33.5% |
| 1Y | -46.6% | -63.1% | +16.5% | -32.4% |
| All | -13.4% | -37.2% | +23.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling