+15.6%
STT vs PNR
-7.7%
+23.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +3.9% | +31.7% | -27.8% | +4.0% |
| 3M | -8.2% | +2.6% | -10.8% | -8.4% |
| 6M | +15.6% | -6.4% | +22.0% | +14.2% |
| All | +15.6% | -7.7% | +23.3% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling