+87.0%
PR vs PNR
-31.2%
+118.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.8% | -6.0% |
| 7D | -12.1% | +11.9% | -24.0% | -10.4% |
| 30D | +0.9% | +37.1% | -36.2% | +5.9% |
| 3M | +10.1% | +5.7% | +4.4% | +11.7% |
| 6M | +1.1% | -5.7% | +6.8% | +2.4% |
| YTD | +63.7% | -29.8% | +93.5% | +67.7% |
| 1Y | +87.0% | -31.8% | +118.8% | +90.8% |
| All | +87.0% | -31.2% | +118.2% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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