+1,435.1%
RF vs PNR
+4,296.9%
-2,861.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.7% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +7.0% | +34.4% | -27.4% | -8.3% |
| 3M | -7.0% | +2.4% | -9.4% | -9.1% |
| 6M | +6.8% | -7.8% | +14.5% | +8.4% |
| YTD | +9.9% | -31.6% | +41.5% | +27.9% |
| 1Y | +21.1% | -33.6% | +54.8% | +43.2% |
| 3Y | +119.6% | +19.9% | +99.7% | +91.8% |
| 5Y | +46.2% | +0.8% | +45.4% | +36.9% |
| 10Y | +261.5% | +113.4% | +148.1% | +138.5% |
| All | +1,435.1% | +4,296.9% | -2,861.8% | +455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling