+319.5%
SN vs PNR
-10.7%
+330.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.3% |
| 7D | -9.3% | -2.4% | -7.0% | -7.9% |
| 30D | -4.8% | -12.8% | +8.0% | +4.0% |
| 3M | +40.4% | -17.0% | +57.4% | +56.2% |
| 6M | +50.9% | -37.4% | +88.4% | +106.3% |
| YTD | +54.9% | -41.6% | +96.5% | +120.9% |
| 1Y | +43.0% | -44.6% | +87.7% | +112.6% |
| 3Y | +391.8% | -12.1% | +404.0% | +420.3% |
| All | +319.5% | -10.7% | +330.3% | +351.3% |
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