+70.3%
T vs PNR
+66.2%
+4.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.5% | -6.0% | +7.5% | +3.0% |
| 30D | +7.5% | -14.0% | +21.4% | +11.4% |
| 3M | +14.8% | -21.7% | +36.5% | +21.0% |
| 6M | -1.7% | -37.3% | +35.5% | +9.0% |
| YTD | +8.7% | -45.1% | +53.8% | +24.2% |
| 1Y | -7.5% | -49.1% | +41.7% | +7.8% |
| 3Y | +110.2% | -14.8% | +125.1% | +104.3% |
| 5Y | +71.6% | -21.0% | +92.7% | +67.7% |
| All | +70.3% | +66.2% | +4.1% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling