+451.3%
SN vs PNR
+17.6%
+433.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +3.5% | -3.7% | +7.3% | +5.9% |
| 30D | +19.4% | +33.1% | -13.7% | -1.8% |
| 3M | +20.9% | +3.7% | +17.2% | +17.7% |
| 6M | +111.1% | -7.7% | +118.8% | +119.9% |
| YTD | +102.8% | -32.4% | +135.2% | +166.4% |
| 1Y | +146.2% | -35.0% | +181.2% | +234.5% |
| All | +451.3% | +17.6% | +433.7% | +451.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling