+54.1%
SO vs PNR
+15.8%
+38.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +4.7% | +31.7% | -27.0% | +3.0% |
| 3M | +1.7% | +2.6% | -0.9% | +1.3% |
| 6M | +2.2% | -6.4% | +8.5% | +2.2% |
| YTD | +10.0% | -33.4% | +43.4% | +11.3% |
| 1Y | +6.0% | -35.1% | +41.1% | +7.4% |
| 3Y | +54.1% | +17.1% | +37.0% | +42.5% |
| All | +54.1% | +15.8% | +38.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling