-13.6%
SKDD vs PNR
-6.0%
-7.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.3% | +7.1% | +10.3% |
| 7D | +28.7% | +11.9% | +16.8% | +29.2% |
| 30D | +54.1% | +37.1% | +16.9% | +52.7% |
| 3M | -22.7% | +5.7% | -28.4% | -22.8% |
| All | -13.6% | -6.0% | -7.6% | -14.3% |
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 · Available span rolling