+280.3%
TER vs PNR
-11.4%
+291.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.9% | +5.7% |
| 7D | +11.0% | -3.0% | +14.0% | +12.8% |
| 30D | -1.9% | -14.9% | +13.0% | +7.1% |
| 3M | -0.7% | -19.0% | +18.4% | +10.3% |
| 6M | +36.4% | -35.9% | +72.3% | +77.2% |
| YTD | +92.4% | -43.1% | +135.6% | +164.4% |
| 1Y | +213.5% | -46.4% | +259.9% | +349.4% |
| All | +280.3% | -11.4% | +291.7% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling