+32.4%
PWR vs PNR
-31.2%
+63.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.3% | -15.0% | -11.9% |
| 7D | -4.4% | +11.9% | -16.3% | -5.4% |
| 30D | -15.1% | +37.1% | -52.2% | -17.5% |
| 3M | -16.2% | +5.7% | -21.9% | -16.3% |
| 6M | -23.3% | -5.7% | -17.7% | -21.5% |
| YTD | +37.6% | -29.8% | +67.4% | +47.1% |
| 1Y | +32.4% | -31.8% | +64.2% | +44.0% |
| All | +32.4% | -31.2% | +63.6% | +44.0% |
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 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