+213.6%
RF vs PNR
+99.2%
+114.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.9% | +0.3% | +1.7% | +1.8% |
| 30D | +7.3% | +31.7% | -24.4% | -11.5% |
| 3M | -7.9% | +2.6% | -10.6% | -10.7% |
| 6M | +10.5% | -6.4% | +16.9% | +11.5% |
| YTD | +9.6% | -33.4% | +43.1% | +37.4% |
| 1Y | +20.3% | -35.1% | +55.4% | +53.4% |
| 3Y | +119.5% | +17.1% | +102.4% | +77.5% |
| 5Y | +48.2% | -3.5% | +51.7% | +35.4% |
| All | +213.6% | +99.2% | +114.4% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling