+7,325.6%
STT vs PNR
+3,652.8%
+3,672.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | -2.4% | +2.8% | +1.6% |
| 30D | +3.9% | -12.8% | +16.6% | +10.4% |
| 3M | +20.0% | -17.0% | +36.9% | +28.6% |
| 6M | +55.3% | -37.4% | +92.7% | +89.4% |
| YTD | +53.3% | -41.6% | +94.9% | +92.3% |
| 1Y | +74.7% | -44.6% | +119.3% | +124.6% |
| 3Y | +205.8% | -12.1% | +218.0% | +210.9% |
| 5Y | +145.0% | -17.4% | +162.4% | +153.3% |
| 10Y | +266.0% | +64.0% | +202.0% | +173.1% |
| All | +7,325.6% | +3,652.8% | +3,672.8% | +2,366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling