-19.3%
PNR vs TAP
-0.5%
-18.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | -3.9% | -5.1% | +1.2% | -2.2% |
| 30D | -13.8% | -8.4% | -5.4% | -11.3% |
| 3M | -22.5% | -3.9% | -18.6% | -21.6% |
| 6M | -37.2% | -14.4% | -22.8% | -34.2% |
| YTD | -44.2% | -14.7% | -29.5% | -41.7% |
| 1Y | -46.6% | -18.7% | -28.0% | -43.5% |
| 3Y | -12.5% | -32.6% | +20.1% | -2.9% |
| 5Y | -19.3% | -1.4% | -17.9% | -21.6% |
| All | -19.3% | -0.5% | -18.8% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling