-3.8%
PNR vs Z
-54.7%
+51.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | -2.3% | -4.9% | +2.6% | -1.1% |
| 30D | +29.3% | +3.0% | +26.3% | +27.7% |
| 3M | +4.1% | -13.4% | +17.5% | +6.9% |
| 6M | -8.6% | -27.3% | +18.7% | -2.5% |
| YTD | -33.6% | -57.8% | +24.2% | -19.0% |
| 1Y | -36.4% | -60.0% | +23.6% | -21.4% |
| 3Y | +15.1% | -21.5% | +36.6% | +13.6% |
| 5Y | -3.8% | -55.0% | +51.2% | -2.4% |
| All | -3.8% | -54.7% | +51.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling