-0.3%
SPOT vs PNR
-31.2%
+30.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +4.0% |
| 7D | +16.6% | +11.9% | +4.7% | +14.4% |
| 30D | +29.9% | +37.1% | -7.2% | +22.7% |
| 3M | +31.3% | +5.7% | +25.6% | +29.8% |
| 6M | +43.2% | -5.7% | +48.9% | +44.8% |
| YTD | +8.1% | -29.8% | +37.9% | +20.3% |
| 1Y | -0.3% | -31.8% | +31.5% | +10.0% |
| All | -0.3% | -31.2% | +30.9% | +10.0% |
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