+22.1%
STM vs PNR
-19.0%
+41.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.2% |
| 7D | +5.2% | -3.0% | +8.2% | +7.3% |
| 30D | -7.4% | -14.9% | +7.5% | +2.7% |
| 3M | -30.6% | -19.0% | -11.6% | -21.9% |
| 6M | +66.4% | -35.9% | +102.3% | +119.9% |
| YTD | +101.1% | -43.1% | +144.3% | +188.2% |
| 1Y | +97.4% | -46.4% | +143.8% | +194.9% |
| 3Y | +21.1% | -10.8% | +32.0% | +21.9% |
| All | +22.1% | -19.0% | +41.1% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling