-56.8%
W vs PNR
-2.0%
-54.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -0.4% |
| 7D | -1.7% | -2.3% | +0.7% | +1.4% |
| 30D | +3.2% | +29.3% | -26.0% | -28.1% |
| 3M | +8.3% | +4.1% | +4.2% | 0.0% |
| 6M | +84.3% | -8.6% | +92.9% | +95.1% |
| YTD | +11.0% | -33.6% | +44.6% | +79.0% |
| 1Y | -0.2% | -36.4% | +36.2% | +71.5% |
| 3Y | +157.9% | +15.1% | +142.9% | +77.7% |
| 5Y | -56.8% | -3.8% | -53.0% | -72.2% |
| All | -56.8% | -2.0% | -54.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling