+323.8%
SN vs PNR
-13.1%
+336.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +2.8% |
| 7D | +0.1% | -3.0% | +3.1% | +2.1% |
| 30D | -5.6% | -14.9% | +9.3% | +4.9% |
| 3M | +48.1% | -19.0% | +67.1% | +67.4% |
| 6M | +57.6% | -35.9% | +93.6% | +111.2% |
| YTD | +56.5% | -43.1% | +99.7% | +127.0% |
| 1Y | +52.6% | -46.4% | +98.9% | +131.8% |
| 3Y | +412.0% | -10.8% | +422.8% | +464.8% |
| All | +323.8% | -13.1% | +336.9% | +363.8% |
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