+461.8%
STM vs PNR
+98.8%
+363.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.6% |
| 7D | +16.3% | -2.3% | +18.6% | +18.1% |
| 30D | -6.3% | +29.3% | -35.5% | -21.9% |
| 3M | -14.1% | +4.1% | -18.2% | -17.4% |
| 6M | -19.6% | -8.6% | -10.9% | -17.1% |
| YTD | +80.1% | -33.6% | +113.7% | +130.9% |
| 1Y | +95.4% | -36.4% | +131.7% | +158.2% |
| 3Y | +14.7% | +15.1% | -0.4% | -2.8% |
| 5Y | -5.4% | -3.8% | -1.6% | -11.3% |
| All | +461.8% | +98.8% | +363.0% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling