+223.3%
TER vs PNR
-20.0%
+243.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +4.4% |
| 7D | +12.4% | -3.9% | +16.2% | +15.1% |
| 30D | +5.1% | -13.8% | +18.9% | +15.2% |
| 3M | +4.0% | -22.5% | +26.5% | +20.6% |
| 6M | +29.5% | -37.2% | +66.7% | +75.4% |
| YTD | +98.5% | -44.2% | +142.7% | +187.1% |
| 1Y | +234.1% | -46.6% | +280.7% | +399.6% |
| 3Y | +289.0% | -12.5% | +301.5% | +290.7% |
| All | +223.3% | -20.0% | +243.3% | +234.2% |
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