-24.2%
SKHY vs PNR
-8.3%
-15.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.1% | +2.7% |
| 7D | -14.7% | +2.8% | -17.5% | -14.3% |
| 30D | -28.6% | +31.2% | -59.7% | -26.5% |
| 3M | -11.3% | -2.1% | -9.2% | -11.2% |
| All | -24.2% | -8.3% | -15.9% | -24.6% |
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