+184.3%
SE vs PNR
-13.0%
+197.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.4% |
| 7D | -3.6% | -3.9% | +0.2% | -2.3% |
| 30D | -5.3% | -13.8% | +8.5% | -0.1% |
| 3M | +28.1% | -22.5% | +50.6% | +38.9% |
| 6M | +20.7% | -37.2% | +57.8% | +42.2% |
| YTD | -14.8% | -44.2% | +29.4% | +5.4% |
| 1Y | -43.6% | -46.6% | +3.1% | -28.9% |
| All | +184.3% | -13.0% | +197.3% | +247.4% |
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