+995.4%
TER vs PNR
+99.2%
+896.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +14.4% | +0.3% | +14.1% | +14.3% |
| 30D | -30.6% | +31.7% | -62.3% | -42.5% |
| 3M | -39.2% | +2.6% | -41.8% | -41.2% |
| 6M | -31.3% | -6.4% | -24.9% | -30.8% |
| YTD | +29.1% | -33.4% | +62.5% | +61.8% |
| 1Y | +47.4% | -35.1% | +82.5% | +87.8% |
| 3Y | +191.2% | +17.1% | +174.1% | +146.1% |
| 5Y | +74.0% | -3.5% | +77.5% | +62.9% |
| All | +995.4% | +99.2% | +896.2% | +510.0% |
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