+1,622.6%
T vs PNR
+4,177.9%
-2,555.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | -3.8% | +31.7% | -35.5% | -9.4% |
| 3M | -8.7% | +2.6% | -11.4% | -9.6% |
| 6M | -8.1% | -6.4% | -1.7% | -7.7% |
| YTD | -6.4% | -33.4% | +27.0% | +0.3% |
| 1Y | -9.8% | -35.1% | +25.3% | -2.7% |
| 3Y | +65.5% | +17.1% | +48.4% | +53.8% |
| 5Y | +57.0% | -3.5% | +60.5% | +49.8% |
| 10Y | +60.8% | +100.2% | -39.4% | +27.4% |
| All | +1,622.6% | +4,177.9% | -2,555.3% | +756.5% |
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