-14.8%
PNR vs TD
+127.3%
-142.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -6.0% | -0.5% | -5.5% | -5.8% |
| 30D | -14.0% | -1.9% | -12.1% | -13.2% |
| 3M | -21.7% | +4.8% | -26.4% | -24.1% |
| 6M | -37.3% | +28.0% | -65.3% | -45.8% |
| YTD | -45.1% | +30.3% | -75.4% | -53.1% |
| 1Y | -49.1% | +59.8% | -108.9% | -61.5% |
| 3Y | -14.8% | +124.7% | -139.5% | -49.3% |
| All | -14.8% | +127.3% | -142.2% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling