+66.2%
PWR vs PNR
-43.1%
+109.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +3.6% | -2.4% | +6.0% | +3.9% |
| 30D | -8.6% | -12.8% | +4.2% | -6.8% |
| 3M | -13.2% | -17.0% | +3.8% | -10.5% |
| 6M | +9.9% | -37.4% | +47.3% | +20.5% |
| YTD | +48.0% | -41.6% | +89.6% | +64.1% |
| 1Y | +66.2% | -44.6% | +110.8% | +92.8% |
| All | +66.2% | -43.1% | +109.2% | +92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling