+3,652.8%
PNR vs TAP
+825.0%
+2,827.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -12.8% | -2.1% | -10.6% | -12.4% |
| 3M | -17.0% | +6.6% | -23.6% | -18.1% |
| 6M | -37.4% | -11.5% | -25.9% | -36.0% |
| YTD | -41.6% | -10.3% | -31.3% | -40.6% |
| 1Y | -44.6% | -14.4% | -30.2% | -43.2% |
| 3Y | -12.1% | -28.3% | +16.2% | -7.3% |
| 5Y | -17.4% | +1.7% | -19.1% | -19.0% |
| 10Y | +64.0% | -49.2% | +113.2% | +75.2% |
| All | +3,652.8% | +825.0% | +2,827.8% | +2,965.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling