+163.6%
W vs PNR
+70.4%
+93.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -4.2% | -2.4% | -1.8% | -1.8% |
| 30D | -7.6% | -12.8% | +5.2% | +5.5% |
| 3M | +37.2% | -17.0% | +54.2% | +60.6% |
| 6M | +26.3% | -37.4% | +63.7% | +96.1% |
| YTD | -1.0% | -41.6% | +40.6% | +62.5% |
| 1Y | +20.1% | -44.6% | +64.7% | +108.3% |
| 3Y | +37.8% | -12.1% | +49.9% | +60.9% |
| 5Y | -63.7% | -17.4% | -46.3% | -54.7% |
| 10Y | +156.3% | +64.0% | +92.3% | +70.4% |
| All | +163.6% | +70.4% | +93.2% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling