+4.1%
PR vs PNR
-13.1%
+17.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.4% |
| 7D | -16.4% | +2.8% | -19.2% | -15.7% |
| 30D | -1.9% | +31.2% | -33.1% | +3.8% |
| 3M | +8.0% | -2.1% | +10.0% | +7.5% |
| 6M | +4.1% | -14.0% | +18.1% | +4.4% |
| All | +4.1% | -13.1% | +17.2% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling