-20.3%
PNR vs TDY
+39.0%
-59.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -6.0% | -1.1% | -4.9% | -5.4% |
| 30D | -14.0% | -12.0% | -1.9% | -7.2% |
| 3M | -21.7% | -3.2% | -18.5% | -20.6% |
| 6M | -37.3% | -7.9% | -29.4% | -34.5% |
| YTD | -45.1% | +18.2% | -63.3% | -51.6% |
| 1Y | -49.1% | +6.7% | -55.8% | -52.2% |
| 3Y | -14.8% | +47.5% | -62.4% | -36.2% |
| All | -20.3% | +39.0% | -59.3% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling