+2,874.5%
V vs PNR
+284.0%
+2,590.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | -1.1% | -3.0% | +1.9% | +0.2% |
| 30D | +1.9% | -14.9% | +16.8% | +9.1% |
| 3M | +15.5% | -19.0% | +34.6% | +25.1% |
| 6M | +16.6% | -35.9% | +52.5% | +38.9% |
| YTD | +5.7% | -43.1% | +48.9% | +31.9% |
| 1Y | +8.6% | -46.4% | +54.9% | +38.7% |
| 3Y | +52.5% | -10.8% | +63.3% | +49.7% |
| 5Y | +67.1% | -18.9% | +86.0% | +67.0% |
| 10Y | +376.8% | +64.4% | +312.4% | +218.2% |
| All | +2,874.5% | +284.0% | +2,590.6% | +1,140.4% |
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