+302.5%
PSX vs PNR
-3.8%
+306.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| 3M | +14.5% | +2.6% | +11.8% | +14.1% |
| 6M | +56.1% | -6.4% | +62.5% | +57.7% |
| YTD | +109.6% | -33.4% | +143.0% | +128.4% |
| 1Y | +95.5% | -35.1% | +130.6% | +114.6% |
| 3Y | +156.2% | +17.1% | +139.1% | +146.3% |
| All | +302.5% | -3.8% | +306.3% | +271.5% |
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 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