+656.4%
STM vs PNR
+68.9%
+587.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.5% |
| 7D | +1.7% | -3.9% | +5.5% | +4.4% |
| 30D | -5.2% | -13.8% | +8.7% | +4.4% |
| 3M | -29.6% | -22.5% | -7.1% | -18.1% |
| 6M | +54.4% | -37.2% | +91.5% | +106.6% |
| YTD | +99.5% | -44.2% | +143.7% | +189.1% |
| 1Y | +100.8% | -46.6% | +147.4% | +199.9% |
| 3Y | +20.2% | -12.5% | +32.7% | +24.1% |
| 5Y | +21.1% | -19.3% | +40.5% | +29.1% |
| All | +656.4% | +68.9% | +587.5% | +381.9% |
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