-95.2%
SNDQ vs PNR
-36.8%
-58.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.8% |
| 7D | +11.6% | -6.0% | +17.7% | +10.3% |
| 30D | -45.1% | -14.0% | -31.1% | -46.6% |
| 3M | -68.6% | -21.7% | -46.9% | -72.3% |
| All | -95.2% | -36.8% | -58.4% | -96.2% |
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 · Available span rolling