+260.3%
STT vs PNR
+66.6%
+193.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | -1.4% | -5.5% | +4.1% | +2.0% |
| 30D | +2.2% | -15.6% | +17.7% | +12.7% |
| 3M | +18.8% | -20.2% | +39.0% | +32.8% |
| 6M | +57.9% | -36.6% | +94.5% | +102.2% |
| YTD | +51.0% | -45.0% | +96.0% | +110.1% |
| 1Y | +77.1% | -47.4% | +124.6% | +153.5% |
| 3Y | +199.8% | -13.7% | +213.5% | +199.8% |
| 5Y | +156.0% | -20.8% | +176.8% | +164.0% |
| All | +260.3% | +66.6% | +193.7% | +115.1% |
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