+171.9%
SAP vs PNR
+66.2%
+105.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.1% | -6.0% | +2.0% | -1.5% |
| 30D | +1.1% | -14.0% | +15.1% | +7.7% |
| 3M | +26.1% | -21.7% | +47.8% | +38.6% |
| 6M | +9.8% | -37.3% | +47.1% | +32.2% |
| YTD | -13.6% | -45.1% | +31.6% | +9.7% |
| 1Y | -18.7% | -49.1% | +30.4% | +6.8% |
| 3Y | +54.1% | -14.8% | +69.0% | +56.0% |
| 5Y | +54.7% | -21.0% | +75.7% | +56.6% |
| All | +171.9% | +66.2% | +105.7% | +94.4% |
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