+152.6%
PR vs PNR
+118.6%
+33.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.0% |
| 7D | -16.4% | +2.8% | -19.2% | -17.9% |
| 30D | -1.9% | +31.2% | -33.1% | -15.0% |
| 3M | +8.0% | -2.1% | +10.0% | +7.5% |
| 6M | +4.1% | -14.0% | +18.1% | +8.6% |
| YTD | +58.7% | -33.6% | +92.3% | +86.8% |
| 1Y | +75.8% | -35.2% | +111.0% | +109.4% |
| 3Y | +73.2% | +15.8% | +57.3% | +45.8% |
| 5Y | +230.1% | -1.8% | +232.0% | +197.5% |
| 10Y | +67.4% | +117.0% | -49.6% | +24.1% |
| All | +152.6% | +118.6% | +33.9% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling