+460.8%
PNR vs TCOM
+2,569.4%
-2,108.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.3% |
| 7D | -3.9% | -10.2% | +6.3% | -2.1% |
| 30D | -13.8% | -16.8% | +3.0% | -11.0% |
| 3M | -22.5% | -16.7% | -5.8% | -20.4% |
| 6M | -37.2% | -27.1% | -10.1% | -33.9% |
| YTD | -44.2% | -45.5% | +1.3% | -38.6% |
| 1Y | -46.6% | -45.9% | -0.8% | -41.2% |
| 3Y | -12.5% | +9.8% | -22.3% | -17.7% |
| 5Y | -19.3% | +23.8% | -43.1% | -30.1% |
| 10Y | +67.5% | -10.8% | +78.3% | +45.7% |
| All | +460.8% | +2,569.4% | -2,108.6% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling