-40.9%
SE vs PNR
-43.1%
+2.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | -2.5% | -12.8% | +10.3% | -0.2% |
| 3M | +21.7% | -17.0% | +38.7% | +24.3% |
| 6M | +27.0% | -37.4% | +64.4% | +37.6% |
| YTD | -12.1% | -41.6% | +29.5% | -3.2% |
| 1Y | -40.9% | -44.6% | +3.7% | -33.0% |
| All | -40.9% | -43.1% | +2.2% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling