+555.9%
XYZ vs PNR
+119.8%
+436.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -2.2% | -3.7% | +1.6% | +0.6% |
| 30D | +11.6% | +33.1% | -21.5% | -10.3% |
| 3M | +8.4% | +3.7% | +4.7% | +4.5% |
| 6M | +17.2% | -7.7% | +24.9% | +20.1% |
| YTD | +31.7% | -32.4% | +64.1% | +68.6% |
| 1Y | +30.1% | -35.0% | +65.0% | +71.6% |
| 3Y | +66.4% | +17.1% | +49.4% | +37.6% |
| 5Y | -62.2% | +0.1% | -62.3% | -65.4% |
| 10Y | +621.5% | +103.2% | +518.4% | +290.6% |
| All | +555.9% | +119.8% | +436.0% | +208.4% |
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