+3,341.8%
V vs PNR
+349.5%
+2,992.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | +9.0% | +31.7% | -22.7% | -3.8% |
| 3M | +16.7% | +2.6% | +14.1% | +14.5% |
| 6M | +33.4% | -6.4% | +39.8% | +34.7% |
| YTD | +22.4% | -33.4% | +55.8% | +41.6% |
| 1Y | +27.7% | -35.1% | +62.7% | +49.3% |
| 3Y | +78.0% | +17.1% | +60.9% | +54.3% |
| 5Y | +108.5% | -3.5% | +112.1% | +92.3% |
| 10Y | +459.0% | +100.2% | +358.9% | +241.1% |
| All | +3,341.8% | +349.5% | +2,992.3% | +1,232.0% |
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