-66.3%
SE vs PNR
-20.5%
-45.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.8% |
| 7D | -3.6% | -3.9% | +0.2% | -1.0% |
| 30D | -5.3% | -13.8% | +8.5% | +4.8% |
| 3M | +28.1% | -22.5% | +50.6% | +49.2% |
| 6M | +20.7% | -37.2% | +57.8% | +62.8% |
| YTD | -14.8% | -44.2% | +29.4% | +24.9% |
| 1Y | -43.6% | -46.6% | +3.1% | -14.7% |
| 3Y | +184.2% | -12.5% | +196.7% | +155.2% |
| 5Y | -66.3% | -19.3% | -47.0% | -71.8% |
| All | -66.3% | -20.5% | -45.8% | -71.8% |
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