+101.6%
PSX vs PNR
-47.6%
+149.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.3% |
| 7D | +1.7% | -6.0% | +7.7% | +1.2% |
| 30D | +15.6% | -14.0% | +29.6% | +14.2% |
| 3M | +46.5% | -21.7% | +68.2% | +44.5% |
| 6M | +55.0% | -37.3% | +92.3% | +51.1% |
| YTD | +105.3% | -45.1% | +150.4% | +97.8% |
| 1Y | +101.6% | -49.1% | +150.7% | +94.5% |
| All | +101.6% | -47.6% | +149.2% | +94.5% |
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