-11.8%
PNR vs TAP
-32.4%
+20.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.4% |
| 7D | -3.0% | -2.3% | -0.7% | -2.4% |
| 30D | -14.9% | -9.4% | -5.5% | -12.4% |
| 3M | -19.0% | -0.8% | -18.2% | -18.8% |
| 6M | -35.9% | -14.7% | -21.2% | -33.1% |
| YTD | -43.1% | -13.9% | -29.2% | -41.0% |
| 1Y | -46.4% | -18.6% | -27.8% | -43.4% |
| All | -11.8% | -32.4% | +20.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling