+90.1%
RF vs PNR
-17.2%
+107.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.3% | -2.4% | +3.7% | +2.6% |
| 30D | -3.6% | -12.8% | +9.2% | +3.2% |
| 3M | +8.1% | -17.0% | +25.1% | +16.9% |
| 6M | +11.5% | -37.4% | +48.9% | +40.5% |
| YTD | +15.6% | -41.6% | +57.2% | +50.3% |
| 1Y | +15.7% | -44.6% | +60.3% | +55.2% |
| 3Y | +86.9% | -12.1% | +99.0% | +87.2% |
| All | +90.1% | -17.2% | +107.3% | +82.0% |
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