+29.3%
PSA vs PNR
-31.2%
+60.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +1.9% |
| 7D | +10.5% | +11.9% | -1.4% | +7.1% |
| 30D | +21.7% | +37.1% | -15.4% | +11.0% |
| 3M | +6.1% | +5.7% | +0.4% | +4.1% |
| 6M | +18.3% | -5.7% | +24.0% | +19.1% |
| YTD | +36.1% | -29.8% | +65.9% | +45.1% |
| 1Y | +29.3% | -31.8% | +61.1% | +39.4% |
| All | +29.3% | -31.2% | +60.5% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling