+20.7%
XYZ vs PNR
-31.2%
+51.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.3% | +12.0% | +14.4% |
| 7D | +16.5% | +11.9% | +4.6% | +13.3% |
| 30D | +15.0% | +37.1% | -22.2% | +5.9% |
| 3M | +3.5% | +5.7% | -2.2% | +2.3% |
| 6M | +21.9% | -5.7% | +27.6% | +23.4% |
| YTD | +34.6% | -29.8% | +64.4% | +52.4% |
| 1Y | +20.7% | -31.8% | +52.5% | +39.5% |
| All | +20.7% | -31.2% | +51.9% | +39.5% |
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