+459.4%
STM vs PNR
+102.2%
+357.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | +1.4% | -3.7% | +5.2% | +4.3% |
| 30D | -8.4% | +33.1% | -41.5% | -25.1% |
| 3M | -15.8% | +3.7% | -19.5% | -18.8% |
| 6M | -22.8% | -7.7% | -15.1% | -20.9% |
| YTD | +79.4% | -32.4% | +111.8% | +127.3% |
| 1Y | +97.0% | -35.0% | +132.0% | +156.6% |
| 3Y | +14.2% | +17.1% | -2.9% | -4.3% |
| 5Y | -4.5% | +0.1% | -4.6% | -12.8% |
| All | +459.4% | +102.2% | +357.1% | +205.6% |
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