-35.7%
U vs PNR
+31.3%
-67.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.7% |
| 7D | +5.5% | -6.0% | +11.5% | +11.7% |
| 30D | -1.3% | -14.0% | +12.7% | +13.4% |
| 3M | +64.6% | -21.7% | +86.3% | +101.4% |
| 6M | +119.4% | -37.3% | +156.6% | +227.3% |
| YTD | -0.5% | -45.1% | +44.7% | +68.7% |
| 1Y | +1.3% | -49.1% | +50.4% | +86.2% |
| 3Y | +15.6% | -14.8% | +30.5% | +20.2% |
| 5Y | -67.5% | -21.0% | -46.5% | -72.6% |
| All | -35.7% | +31.3% | -67.0% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling