+3.9%
SMR vs PNR
-19.1%
+23.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.6% | +17.9% | +15.5% |
| 7D | +21.4% | -3.0% | +24.4% | +21.8% |
| 30D | +13.8% | -14.9% | +28.8% | +16.6% |
| 3M | +3.9% | -19.0% | +22.9% | +7.3% |
| All | +3.9% | -19.1% | +23.0% | +7.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling