+156.2%
PSX vs PNR
+15.8%
+140.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +7.8% | +0.3% | +7.5% | +7.8% |
| 30D | -10.9% | +31.7% | -42.6% | -15.4% |
| 3M | +14.5% | +2.6% | +11.8% | +14.7% |
| 6M | +56.1% | -6.4% | +62.5% | +58.8% |
| YTD | +109.6% | -33.4% | +143.0% | +135.6% |
| 1Y | +95.5% | -35.1% | +130.6% | +122.2% |
| 3Y | +156.2% | +17.1% | +139.1% | +148.4% |
| All | +156.2% | +15.8% | +140.4% | +148.4% |
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 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