+11.1%
SMR vs PNR
+7.6%
+3.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.6% | +17.9% | +16.8% |
| 7D | +21.4% | -3.0% | +24.4% | +23.2% |
| 30D | +13.8% | -14.9% | +28.8% | +24.9% |
| 3M | +3.9% | -19.0% | +22.9% | +15.4% |
| 6M | -4.2% | -35.9% | +31.7% | +23.0% |
| YTD | -21.1% | -43.1% | +22.0% | +7.2% |
| 1Y | -67.1% | -46.4% | -20.7% | -53.5% |
| 3Y | +88.9% | -10.8% | +99.7% | +105.4% |
| All | +11.1% | +7.6% | +3.5% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling