+8.1%
W vs PNR
-47.4%
+55.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.8% |
| 7D | +0.5% | -5.5% | +6.0% | +4.0% |
| 30D | -5.6% | -15.6% | +10.0% | +4.6% |
| 3M | +41.9% | -20.2% | +62.1% | +58.6% |
| 6M | +30.2% | -36.6% | +66.8% | +67.9% |
| YTD | -2.9% | -45.0% | +42.0% | +35.4% |
| All | +8.1% | -47.4% | +55.5% | +64.3% |
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