-62.3%
W vs PNR
-20.5%
-41.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +2.6% |
| 7D | +5.9% | -3.9% | +9.8% | +11.4% |
| 30D | -3.0% | -13.8% | +10.8% | +17.4% |
| 3M | +40.3% | -22.5% | +62.9% | +88.1% |
| 6M | +32.2% | -37.2% | +69.4% | +135.8% |
| YTD | -0.3% | -44.2% | +43.9% | +105.5% |
| 1Y | +16.2% | -46.6% | +62.8% | +155.6% |
| 3Y | +40.7% | -12.5% | +53.2% | +48.7% |
| 5Y | -62.3% | -19.3% | -43.0% | -67.1% |
| All | -62.3% | -20.5% | -41.9% | -67.1% |
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