+78.7%
PNR vs Z
+25.1%
+53.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | -12.8% | -4.2% | -8.6% | -12.2% |
| 3M | -17.0% | -3.7% | -13.3% | -16.9% |
| 6M | -37.4% | -24.5% | -12.9% | -34.3% |
| YTD | -41.6% | -49.3% | +7.7% | -33.7% |
| 1Y | -44.6% | -58.7% | +14.1% | -34.7% |
| 3Y | -12.1% | -34.1% | +22.0% | -8.6% |
| 5Y | -17.4% | -64.5% | +47.2% | -9.4% |
| 10Y | +64.0% | -0.5% | +64.5% | +25.7% |
| All | +78.7% | +25.1% | +53.6% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling