+984.7%
PNR vs TD
+7,715.7%
-6,731.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.3% |
| 7D | -3.9% | -1.9% | -2.0% | -2.9% |
| 30D | -13.8% | -1.6% | -12.2% | -13.2% |
| 3M | -22.5% | +4.6% | -27.2% | -24.6% |
| 6M | -37.2% | +26.8% | -64.0% | -44.6% |
| YTD | -44.2% | +28.3% | -72.5% | -51.2% |
| 1Y | -46.6% | +60.4% | -107.1% | -58.4% |
| 3Y | -12.5% | +125.7% | -138.2% | -43.1% |
| 5Y | -19.3% | +122.4% | -141.7% | -47.4% |
| 10Y | +67.5% | +297.1% | -229.6% | -17.2% |
| All | +984.7% | +7,715.7% | -6,731.0% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling