+29.7%
Q vs PNR
-48.3%
+78.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +4.1% | -5.5% | +9.6% | +6.4% |
| 30D | -10.7% | -15.6% | +4.8% | -4.5% |
| 3M | -11.7% | -20.2% | +8.5% | -4.8% |
| 6M | +8.3% | -36.6% | +44.9% | +38.0% |
| YTD | +51.3% | -45.0% | +96.3% | +107.0% |
| All | +29.7% | -48.3% | +78.1% | +88.0% |
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 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