-31.8%
PNR vs TDY
+22.9%
-54.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.8% | +8.1% | +5.0% |
| 7D | +11.9% | -5.0% | +16.9% | +13.8% |
| 30D | +37.1% | +2.0% | +35.1% | +35.7% |
| 3M | +5.7% | -7.7% | +13.4% | +8.4% |
| 6M | -5.7% | -0.9% | -4.8% | -6.1% |
| YTD | -29.8% | +23.7% | -53.5% | -37.1% |
| 1Y | -31.8% | +23.6% | -55.4% | -38.7% |
| All | -31.8% | +22.9% | -54.7% | -38.7% |
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