+50.1%
STT vs PNR
-35.8%
+85.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +3.9% | +31.7% | -27.8% | -0.1% |
| 3M | -8.2% | +2.6% | -10.8% | -8.2% |
| 6M | +15.6% | -6.4% | +22.0% | +16.6% |
| YTD | +37.6% | -33.4% | +71.1% | +52.9% |
| 1Y | +50.1% | -35.1% | +85.2% | +68.4% |
| All | +50.1% | -35.8% | +85.9% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling