+293.4%
SN vs PNR
-15.9%
+309.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.0% |
| 7D | -7.2% | -5.5% | -1.7% | -3.7% |
| 30D | -13.4% | -15.6% | +2.2% | -3.2% |
| 3M | +26.8% | -20.2% | +47.0% | +44.6% |
| 6M | +44.6% | -36.6% | +81.2% | +95.0% |
| YTD | +45.3% | -45.0% | +90.3% | +115.5% |
| 1Y | +40.1% | -47.4% | +87.5% | +115.5% |
| 3Y | +375.3% | -13.7% | +389.0% | +436.3% |
| All | +293.4% | -15.9% | +309.3% | +340.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling