-44.6%
PNR vs TDY
+11.8%
-56.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -2.4% | -1.8% | -0.5% | -1.7% |
| 30D | -12.8% | -10.7% | -2.1% | -9.2% |
| 3M | -17.0% | -1.3% | -15.7% | -17.1% |
| 6M | -37.4% | -10.6% | -26.9% | -35.5% |
| YTD | -41.6% | +19.6% | -61.2% | -46.1% |
| 1Y | -44.6% | +11.6% | -56.3% | -48.4% |
| All | -44.6% | +11.8% | -56.4% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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