+87.1%
PR vs PNR
+62.2%
+24.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.6% |
| 7D | -0.6% | -3.0% | +2.4% | +0.9% |
| 30D | +17.4% | -14.9% | +32.3% | +26.9% |
| 3M | +21.8% | -19.0% | +40.8% | +32.5% |
| 6M | +27.6% | -35.9% | +63.5% | +55.7% |
| YTD | +71.4% | -43.1% | +114.6% | +122.1% |
| 1Y | +78.3% | -46.4% | +124.7% | +138.3% |
| 3Y | +85.5% | -10.8% | +96.3% | +79.5% |
| 5Y | +422.7% | -18.9% | +441.5% | +423.0% |
| 10Y | +87.1% | +64.4% | +22.7% | +47.7% |
| All | +87.1% | +62.2% | +24.9% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling