+20.3%
RF vs PNR
-35.8%
+56.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | +7.3% | +31.7% | -24.4% | +2.4% |
| 3M | -7.9% | +2.6% | -10.6% | -8.1% |
| 6M | +10.5% | -6.4% | +16.9% | +11.2% |
| YTD | +9.6% | -33.4% | +43.1% | +17.0% |
| 1Y | +20.3% | -35.1% | +55.4% | +30.8% |
| All | +20.3% | -35.8% | +56.1% | +30.8% |
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