-48.8%
SE vs PNR
-31.2%
-17.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +3.9% |
| 7D | +6.7% | +11.9% | -5.2% | +4.8% |
| 30D | -17.2% | +37.1% | -54.3% | -21.3% |
| 3M | -28.0% | +5.7% | -33.7% | -28.7% |
| 6M | -6.1% | -5.7% | -0.4% | -5.7% |
| YTD | -37.1% | -29.8% | -7.3% | -33.5% |
| 1Y | -48.8% | -31.8% | -17.0% | -45.3% |
| All | -48.8% | -31.2% | -17.6% | -45.3% |
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