+14,183.4%
TER vs PNR
+3,652.8%
+10,530.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.9% |
| 30D | -8.3% | -12.8% | +4.5% | -1.8% |
| 3M | -12.2% | -17.0% | +4.8% | -4.9% |
| 6M | +17.1% | -37.4% | +54.5% | +48.3% |
| YTD | +84.7% | -41.6% | +126.3% | +139.6% |
| 1Y | +199.9% | -44.6% | +244.5% | +300.2% |
| 3Y | +232.8% | -12.1% | +244.9% | +247.0% |
| 5Y | +198.6% | -17.4% | +216.0% | +220.5% |
| 10Y | +1,669.7% | +64.0% | +1,605.7% | +1,198.9% |
| All | +14,183.4% | +3,652.8% | +10,530.6% | +3,208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling