+2,448.5%
SAP vs PNR
+1,466.2%
+982.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +12.2% | +2.6% | +9.6% | +10.1% |
| 6M | +46.1% | -6.4% | +52.4% | +47.3% |
| YTD | -1.6% | -33.4% | +31.8% | +13.0% |
| 1Y | -5.1% | -35.1% | +30.0% | +10.0% |
| 3Y | +68.4% | +17.1% | +51.3% | +50.4% |
| 5Y | +79.4% | -3.5% | +83.0% | +70.5% |
| 10Y | +230.5% | +100.2% | +130.3% | +123.3% |
| All | +2,448.5% | +1,466.2% | +982.3% | +691.6% |
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