+85.0%
PR vs PNR
-9.7%
+94.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +2.9% | -2.4% | +5.3% | +3.6% |
| 30D | +18.0% | -12.8% | +30.8% | +22.3% |
| 3M | +16.9% | -17.0% | +33.9% | +21.7% |
| 6M | +28.2% | -37.4% | +65.6% | +48.7% |
| YTD | +69.3% | -41.6% | +110.9% | +101.5% |
| 1Y | +69.5% | -44.6% | +114.1% | +106.8% |
| All | +85.0% | -9.7% | +94.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling