+56.2%
SAP vs PNR
-20.5%
+76.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -0.3% | -3.9% | +3.6% | +1.4% |
| 30D | +0.3% | -13.8% | +14.1% | +6.5% |
| 3M | +16.9% | -22.5% | +39.4% | +28.5% |
| 6M | +6.3% | -37.2% | +43.5% | +27.2% |
| YTD | -12.4% | -44.2% | +31.8% | +9.9% |
| 1Y | -21.6% | -46.6% | +25.0% | +0.2% |
| 3Y | +54.8% | -12.5% | +67.3% | +51.7% |
| 5Y | +56.2% | -19.3% | +75.5% | +42.1% |
| All | +56.2% | -20.5% | +76.6% | +42.1% |
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 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