+465.1%
STM vs PNR
+99.2%
+365.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | +12.0% | +0.3% | +11.7% | +11.9% |
| 30D | -0.4% | +31.7% | -32.1% | -18.1% |
| 3M | -13.2% | +2.6% | -15.8% | -15.7% |
| 6M | -26.1% | -6.4% | -19.7% | -25.0% |
| YTD | +81.2% | -33.4% | +114.6% | +131.9% |
| 1Y | +98.3% | -35.1% | +133.4% | +158.3% |
| 3Y | +16.7% | +17.1% | -0.4% | -2.3% |
| 5Y | -4.8% | -3.5% | -1.3% | -10.9% |
| All | +465.1% | +99.2% | +365.8% | +211.7% |
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