+38.1%
Q vs PNR
-35.8%
+73.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -2.7% | +31.7% | -34.4% | -11.3% |
| 3M | -16.9% | +2.6% | -19.6% | -16.7% |
| 6M | -26.9% | -6.4% | -20.5% | -24.3% |
| YTD | +45.2% | -33.4% | +78.7% | +84.3% |
| 1Y | +38.1% | -35.1% | +73.2% | +78.2% |
| All | +38.1% | -35.8% | +73.9% | +78.2% |
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