+1,131.3%
PSX vs PNR
+151.9%
+979.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.8% |
| 7D | +2.8% | -3.0% | +5.9% | +4.2% |
| 30D | +27.8% | -14.9% | +42.7% | +37.0% |
| 3M | +42.0% | -19.0% | +61.1% | +53.7% |
| 6M | +58.1% | -35.9% | +94.0% | +88.8% |
| YTD | +105.0% | -43.1% | +148.2% | +157.1% |
| 1Y | +104.9% | -46.4% | +151.3% | +164.0% |
| 3Y | +134.1% | -10.8% | +144.9% | +128.1% |
| 5Y | +363.8% | -18.9% | +382.7% | +357.8% |
| 10Y | +370.1% | +64.4% | +305.7% | +190.2% |
| All | +1,131.3% | +151.9% | +979.4% | +514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling