+644.6%
STM vs PNR
+66.6%
+578.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.6% |
| 7D | -1.1% | -5.5% | +4.4% | +2.7% |
| 30D | -7.8% | -15.6% | +7.8% | +2.9% |
| 3M | -28.2% | -20.2% | -8.0% | -18.2% |
| 6M | +52.0% | -36.6% | +88.6% | +102.2% |
| YTD | +96.4% | -45.0% | +141.4% | +187.2% |
| 1Y | +98.8% | -47.4% | +146.3% | +200.0% |
| 3Y | +18.3% | -13.7% | +32.0% | +23.3% |
| 5Y | +17.7% | -20.8% | +38.5% | +27.0% |
| All | +644.6% | +66.6% | +578.0% | +378.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling