-14.4%
SMR vs PNR
+3.9%
-18.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.4% | -15.5% |
| 7D | -11.2% | -6.0% | -5.2% | -8.2% |
| 30D | -10.2% | -14.0% | +3.8% | -2.2% |
| 3M | -10.0% | -21.7% | +11.7% | +1.9% |
| 6M | -30.5% | -37.3% | +6.8% | -9.6% |
| YTD | -39.2% | -45.1% | +5.9% | -15.7% |
| 1Y | -75.5% | -49.1% | -26.4% | -64.3% |
| 3Y | +45.4% | -14.8% | +60.3% | +62.0% |
| All | -14.4% | +3.9% | -18.3% | -15.6% |
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 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