+13,676.9%
PSA vs PNR
+3,485.2%
+10,191.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -2.2% | -3.9% | +1.6% | -1.2% |
| 30D | -9.6% | -13.8% | +4.3% | -5.8% |
| 3M | -7.9% | -22.5% | +14.6% | -1.8% |
| 6M | -2.0% | -37.2% | +35.2% | +10.6% |
| YTD | +15.7% | -44.2% | +60.0% | +34.5% |
| 1Y | +5.8% | -46.6% | +52.4% | +24.4% |
| 3Y | +21.6% | -12.5% | +34.1% | +23.4% |
| 5Y | +13.1% | -19.3% | +32.5% | +15.5% |
| 10Y | +101.3% | +67.5% | +33.8% | +61.3% |
| All | +13,676.9% | +3,485.2% | +10,191.7% | +7,051.4% |
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 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