+68.4%
SAP vs PNR
+15.8%
+52.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | +0.3% | +0.4% | +0.5% |
| 30D | +6.5% | +31.7% | -25.2% | -2.5% |
| 3M | +12.2% | +2.6% | +9.6% | +11.2% |
| 6M | +46.1% | -6.4% | +52.4% | +47.6% |
| YTD | -1.6% | -33.4% | +31.8% | +11.5% |
| 1Y | -5.1% | -35.1% | +30.0% | +8.5% |
| 3Y | +68.4% | +17.1% | +51.3% | +62.1% |
| All | +68.4% | +15.8% | +52.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling