-37.5%
U vs PNR
+36.0%
-73.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +5.1% |
| 7D | +4.5% | -3.0% | +7.5% | +7.4% |
| 30D | -0.6% | -14.9% | +14.3% | +15.3% |
| 3M | +48.4% | -19.0% | +67.5% | +76.1% |
| 6M | +115.4% | -35.9% | +151.3% | +215.6% |
| YTD | -3.2% | -43.1% | +39.9% | +58.8% |
| 1Y | -6.0% | -46.4% | +40.3% | +63.8% |
| 3Y | +13.5% | -10.8% | +24.3% | +12.8% |
| 5Y | -68.0% | -18.9% | -49.2% | -73.9% |
| All | -37.5% | +36.0% | -73.5% | -56.6% |
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