+10.7%
U vs PNR
-14.2%
+24.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.1% |
| 7D | 0.0% | -5.5% | +5.5% | +4.2% |
| 30D | -4.1% | -15.6% | +11.5% | +8.8% |
| 3M | +57.8% | -20.2% | +78.0% | +83.1% |
| 6M | +103.5% | -36.6% | +140.1% | +182.9% |
| YTD | -4.8% | -45.0% | +40.2% | +50.3% |
| 1Y | -2.4% | -47.4% | +45.1% | +61.1% |
| All | +10.7% | -14.2% | +24.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling