+115.3%
SPOT vs PNR
-21.7%
+137.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -3.1% | -6.0% | +3.0% | -0.1% |
| 30D | +7.4% | -14.0% | +21.4% | +15.4% |
| 3M | +8.2% | -21.7% | +29.9% | +19.9% |
| 6M | +2.2% | -37.3% | +39.5% | +27.5% |
| YTD | -9.5% | -45.1% | +35.7% | +20.5% |
| 1Y | -23.8% | -49.1% | +25.3% | +5.4% |
| 3Y | +233.5% | -14.8% | +248.3% | +218.5% |
| All | +115.3% | -21.7% | +137.0% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling