+362.6%
PSX vs PNR
-21.7%
+384.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +1.7% | -6.0% | +7.7% | +3.0% |
| 30D | +15.6% | -14.0% | +29.6% | +19.1% |
| 3M | +46.5% | -21.7% | +68.2% | +53.1% |
| 6M | +55.0% | -37.3% | +92.3% | +69.7% |
| YTD | +105.3% | -45.1% | +150.4% | +131.7% |
| 1Y | +101.6% | -49.1% | +150.7% | +132.4% |
| 3Y | +134.1% | -14.8% | +149.0% | +138.7% |
| All | +362.6% | -21.7% | +384.3% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling