+43.8%
SO vs PNR
-13.0%
+56.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | 0.0% | -3.9% | +3.9% | +0.3% |
| 30D | -2.5% | -13.8% | +11.3% | -1.6% |
| 3M | -4.2% | -22.5% | +18.4% | -2.8% |
| 6M | -7.7% | -37.2% | +29.5% | -5.4% |
| YTD | +3.8% | -44.2% | +48.0% | +6.9% |
| 1Y | +0.1% | -46.6% | +46.7% | +3.3% |
| All | +43.8% | -13.0% | +56.8% | +39.3% |
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 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