-14.8%
PNR vs TCOM
+8.0%
-22.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -6.0% | -4.9% | -1.1% | -5.5% |
| 30D | -14.0% | -14.4% | +0.4% | -12.6% |
| 3M | -21.7% | -17.7% | -4.0% | -20.3% |
| 6M | -37.3% | -25.1% | -12.2% | -35.5% |
| YTD | -45.1% | -45.7% | +0.6% | -41.8% |
| 1Y | -49.1% | -47.9% | -1.3% | -45.8% |
| 3Y | -14.8% | +8.9% | -23.8% | -15.9% |
| All | -14.8% | +8.0% | -22.9% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling