+2,285.7%
STM vs PNR
+1,538.1%
+747.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | -2.4% | +8.2% | +7.1% |
| 30D | -1.0% | -12.8% | +11.8% | +6.3% |
| 3M | -33.3% | -17.0% | -16.3% | -27.4% |
| 6M | +57.4% | -37.4% | +94.8% | +99.2% |
| YTD | +102.2% | -41.6% | +143.8% | +165.0% |
| 1Y | +99.6% | -44.6% | +144.2% | +169.1% |
| 3Y | +14.5% | -12.1% | +26.6% | +19.3% |
| 5Y | +21.4% | -17.4% | +38.8% | +29.7% |
| 10Y | +695.0% | +64.0% | +631.0% | +482.6% |
| All | +2,285.7% | +1,538.1% | +747.7% | +716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling