+1,802.9%
TER vs PNR
+66.6%
+1,736.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.6% |
| 7D | +9.4% | -5.5% | +14.9% | +13.2% |
| 30D | -2.4% | -15.6% | +13.1% | +8.0% |
| 3M | +6.5% | -20.2% | +26.7% | +20.2% |
| 6M | +23.2% | -36.6% | +59.8% | +62.9% |
| YTD | +91.5% | -45.0% | +136.5% | +173.6% |
| 1Y | +214.8% | -47.4% | +262.3% | +363.7% |
| 3Y | +275.3% | -13.7% | +289.0% | +291.3% |
| 5Y | +211.9% | -20.8% | +232.7% | +235.4% |
| All | +1,802.9% | +66.6% | +1,736.3% | +1,153.4% |
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 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