+194.0%
STT vs PNR
+99.2%
+94.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.6% |
| 30D | +3.9% | +31.7% | -27.8% | -12.6% |
| 3M | -8.2% | +2.6% | -10.8% | -10.6% |
| 6M | +15.6% | -6.4% | +22.0% | +16.3% |
| YTD | +37.6% | -33.4% | +71.1% | +69.5% |
| 1Y | +50.1% | -35.1% | +85.2% | +87.7% |
| 3Y | +183.1% | +17.1% | +166.0% | +132.0% |
| 5Y | +104.8% | -3.5% | +108.4% | +86.3% |
| All | +194.0% | +99.2% | +94.7% | +55.4% |
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