+338.5%
RF vs PNR
+63.0%
+275.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.6% |
| 7D | -0.1% | -3.9% | +3.7% | +2.5% |
| 30D | -4.0% | -13.8% | +9.8% | +5.6% |
| 3M | +5.6% | -22.5% | +28.1% | +22.3% |
| 6M | +13.1% | -37.2% | +50.2% | +49.8% |
| YTD | +13.6% | -44.2% | +57.8% | +61.7% |
| 1Y | +16.0% | -46.6% | +62.6% | +70.3% |
| 3Y | +90.2% | -12.5% | +102.7% | +90.2% |
| 5Y | +87.0% | -19.3% | +106.3% | +93.8% |
| 10Y | +338.5% | +67.5% | +271.0% | +139.6% |
| All | +338.5% | +63.0% | +275.5% | +139.6% |
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