+210.1%
W vs PNR
+99.2%
+110.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +6.8% | +31.7% | -24.9% | -22.6% |
| 3M | +10.7% | +2.6% | +8.0% | +5.2% |
| 6M | +86.3% | -6.4% | +92.7% | +90.6% |
| YTD | +11.5% | -33.4% | +44.9% | +63.8% |
| 1Y | +5.1% | -35.1% | +40.2% | +58.7% |
| 3Y | +171.0% | +17.1% | +153.9% | +124.0% |
| 5Y | -56.6% | -3.5% | -53.1% | -55.2% |
| All | +210.1% | +99.2% | +110.9% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling