+64.8%
PR vs PNR
+119.7%
-54.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -2.5% |
| 7D | -12.4% | -0.5% | -11.9% | -12.3% |
| 30D | -6.6% | +34.4% | -41.0% | -20.5% |
| 3M | +7.5% | +2.4% | +5.1% | +4.6% |
| 6M | +10.8% | -7.8% | +18.6% | +11.5% |
| YTD | +57.0% | -31.6% | +88.6% | +83.3% |
| 1Y | +67.9% | -33.6% | +101.6% | +99.2% |
| 3Y | +87.6% | +19.9% | +67.7% | +53.2% |
| 5Y | +220.4% | +0.8% | +219.6% | +183.1% |
| 10Y | +64.8% | +113.4% | -48.6% | +17.1% |
| All | +64.8% | +119.7% | -54.8% | +17.1% |
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