+10,451.6%
TER vs PNR
+4,167.9%
+6,283.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.1% |
| 7D | +24.0% | -2.3% | +26.3% | +25.6% |
| 30D | -30.6% | +29.3% | -59.9% | -40.0% |
| 3M | -34.5% | +4.1% | -38.6% | -36.9% |
| 6M | -26.4% | -8.6% | -17.7% | -25.1% |
| YTD | +36.4% | -33.6% | +70.0% | +63.4% |
| 1Y | +47.4% | -36.4% | +83.8% | +80.6% |
| 3Y | +202.6% | +15.1% | +187.5% | +171.2% |
| 5Y | +83.9% | -3.8% | +87.7% | +80.1% |
| 10Y | +1,068.0% | +99.7% | +968.3% | +667.8% |
| All | +10,451.6% | +4,167.9% | +6,283.7% | +2,156.3% |
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