+169.9%
W vs PNR
+15.6%
+154.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -0.8% |
| 7D | -1.7% | -2.3% | +0.7% | +0.8% |
| 30D | +3.2% | +29.3% | -26.0% | -22.3% |
| 3M | +8.3% | +4.1% | +4.2% | +2.9% |
| 6M | +84.3% | -8.6% | +92.9% | +96.9% |
| YTD | +11.0% | -33.6% | +44.6% | +72.1% |
| 1Y | -0.2% | -36.4% | +36.2% | +64.3% |
| All | +169.9% | +15.6% | +154.4% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling