+133.3%
PSX vs PNR
-14.2%
+147.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +1.5% | -5.5% | +7.0% | +2.8% |
| 30D | +15.8% | -15.6% | +31.4% | +20.2% |
| 3M | +43.0% | -20.2% | +63.2% | +49.5% |
| 6M | +61.1% | -36.6% | +97.7% | +78.9% |
| YTD | +104.5% | -45.0% | +149.5% | +137.2% |
| 1Y | +102.5% | -47.4% | +150.0% | +139.1% |
| All | +133.3% | -14.2% | +147.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling