+154.8%
SO vs PNR
+66.6%
+88.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.1% | -5.5% | +4.3% | 0.0% |
| 30D | -3.7% | -15.6% | +11.8% | -0.3% |
| 3M | -5.9% | -20.2% | +14.3% | -1.7% |
| 6M | -7.3% | -36.6% | +29.3% | +1.4% |
| YTD | +3.1% | -45.0% | +48.1% | +16.1% |
| 1Y | -1.0% | -47.4% | +46.4% | +12.5% |
| 3Y | +43.2% | -13.7% | +57.0% | +40.3% |
| 5Y | +59.1% | -20.8% | +79.9% | +56.4% |
| All | +154.8% | +66.6% | +88.2% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling