-31.8%
PNR vs TD
+61.0%
-92.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.3% |
| 7D | +11.9% | +1.4% | +10.5% | +11.3% |
| 30D | +37.1% | +10.2% | +26.9% | +32.6% |
| 3M | +5.7% | +8.1% | -2.4% | +2.5% |
| 6M | -5.7% | +22.3% | -28.0% | -15.3% |
| YTD | -29.8% | +39.0% | -68.8% | -40.7% |
| 1Y | -31.8% | +62.6% | -94.4% | -44.8% |
| All | -31.8% | +61.0% | -92.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling