+6,565.3%
STT vs PNR
+4,177.9%
+2,387.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.6% |
| 30D | +3.9% | +31.7% | -27.8% | -9.3% |
| 3M | -8.2% | +2.6% | -10.8% | -10.2% |
| 6M | +15.6% | -6.4% | +22.0% | +16.1% |
| YTD | +37.6% | -33.4% | +71.1% | +61.0% |
| 1Y | +50.1% | -35.1% | +85.2% | +77.6% |
| 3Y | +183.1% | +17.1% | +166.0% | +150.0% |
| 5Y | +104.8% | -3.5% | +108.4% | +95.6% |
| 10Y | +201.9% | +100.2% | +101.7% | +104.5% |
| All | +6,565.3% | +4,177.9% | +2,387.4% | +1,964.7% |
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