-20.8%
PNR vs Z
-66.6%
+45.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.7% |
| 7D | -5.5% | -11.6% | +6.1% | -2.7% |
| 30D | -15.6% | -8.5% | -7.1% | -14.0% |
| 3M | -20.2% | -7.9% | -12.3% | -19.3% |
| 6M | -36.6% | -29.1% | -7.5% | -31.9% |
| YTD | -45.0% | -54.2% | +9.2% | -34.7% |
| 1Y | -47.4% | -63.5% | +16.1% | -34.2% |
| 3Y | -13.7% | -38.6% | +24.9% | -8.4% |
| 5Y | -20.8% | -66.0% | +45.2% | -19.7% |
| All | -20.8% | -66.6% | +45.8% | -19.7% |
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