-0.9%
SO vs PNR
-43.1%
+42.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -4.6% | -12.8% | +8.2% | -4.1% |
| 3M | -3.0% | -17.0% | +14.0% | -2.4% |
| 6M | -8.3% | -37.4% | +29.2% | -8.7% |
| YTD | +3.5% | -41.6% | +45.1% | +2.4% |
| 1Y | -0.9% | -44.6% | +43.7% | -2.3% |
| All | -0.9% | -43.1% | +42.1% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling