+62.8%
PNR vs TCOM
-9.8%
+72.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.0% | -4.9% | -1.1% | -5.3% |
| 30D | -14.0% | -14.4% | +0.4% | -11.8% |
| 3M | -21.7% | -17.7% | -4.0% | -19.5% |
| 6M | -37.3% | -25.1% | -12.2% | -34.6% |
| YTD | -45.1% | -45.7% | +0.6% | -40.0% |
| 1Y | -49.1% | -47.9% | -1.3% | -44.0% |
| 3Y | -14.8% | +8.9% | -23.8% | -19.8% |
| 5Y | -21.0% | +26.9% | -47.9% | -31.4% |
| All | +62.8% | -9.8% | +72.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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