+1.1%
UL vs PNR
-31.2%
+32.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.7% |
| 7D | +4.7% | +11.9% | -7.2% | +2.8% |
| 30D | +11.6% | +37.1% | -25.6% | +5.9% |
| 3M | +5.3% | +5.7% | -0.4% | +4.6% |
| 6M | +16.0% | -5.7% | +21.7% | +15.8% |
| YTD | +5.0% | -29.8% | +34.8% | +8.7% |
| 1Y | +1.1% | -31.8% | +32.9% | +5.8% |
| All | +1.1% | -31.2% | +32.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling