+99.6%
STM vs PNR
-43.1%
+142.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | -2.4% | +8.2% | +6.8% |
| 30D | -1.0% | -12.8% | +11.8% | +4.7% |
| 3M | -33.3% | -17.0% | -16.3% | -28.3% |
| 6M | +57.4% | -37.4% | +94.8% | +100.7% |
| YTD | +102.2% | -41.6% | +143.8% | +165.9% |
| 1Y | +99.6% | -44.6% | +144.2% | +171.4% |
| All | +99.6% | -43.1% | +142.7% | +171.4% |
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