+2,625.5%
UL vs PNR
+3,553.7%
-928.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | +0.9% | -14.9% | +15.8% | +4.0% |
| 3M | +14.2% | -19.0% | +33.3% | +18.4% |
| 6M | -3.2% | -35.9% | +32.7% | +4.7% |
| YTD | -0.3% | -43.1% | +42.8% | +10.0% |
| 1Y | -8.8% | -46.4% | +37.6% | +1.7% |
| 3Y | +23.9% | -10.8% | +34.7% | +23.5% |
| 5Y | +21.4% | -18.9% | +40.2% | +21.4% |
| 10Y | +66.7% | +64.4% | +2.2% | +40.8% |
| All | +2,625.5% | +3,553.7% | -928.2% | +1,419.4% |
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