+83.9%
TER vs PNR
-2.0%
+85.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.3% |
| 7D | +24.0% | -2.3% | +26.3% | +25.9% |
| 30D | -30.6% | +29.3% | -59.9% | -41.8% |
| 3M | -34.5% | +4.1% | -38.6% | -37.0% |
| 6M | -26.4% | -8.6% | -17.7% | -24.1% |
| YTD | +36.4% | -33.6% | +70.0% | +74.6% |
| 1Y | +47.4% | -36.4% | +83.8% | +94.8% |
| 3Y | +202.6% | +15.1% | +187.5% | +149.3% |
| 5Y | +83.9% | -3.8% | +87.7% | +68.9% |
| All | +83.9% | -2.0% | +85.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling