+63.3%
PNR vs TAP
-50.5%
+113.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.5% | -5.3% | -0.2% | -3.6% |
| 30D | -15.6% | -7.4% | -8.2% | -13.2% |
| 3M | -20.2% | -4.9% | -15.3% | -18.9% |
| 6M | -36.6% | -14.2% | -22.4% | -33.3% |
| YTD | -45.0% | -14.8% | -30.2% | -42.1% |
| 1Y | -47.4% | -18.1% | -29.3% | -44.1% |
| 3Y | -13.7% | -32.7% | +19.0% | -2.7% |
| 5Y | -20.8% | -0.5% | -20.3% | -25.1% |
| All | +63.3% | -50.5% | +113.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling