+195.6%
STT vs PNR
-13.0%
+208.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +1.0% | -3.9% | +4.9% | +2.5% |
| 30D | +2.8% | -13.8% | +16.6% | +8.6% |
| 3M | +18.1% | -22.5% | +40.7% | +28.7% |
| 6M | +59.2% | -37.2% | +96.4% | +90.4% |
| YTD | +51.5% | -44.2% | +95.7% | +91.2% |
| 1Y | +75.7% | -46.6% | +122.3% | +126.8% |
| All | +195.6% | -13.0% | +208.6% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling