+645.5%
PNR vs TDY
+7,056.0%
-6,410.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -6.0% | -1.1% | -4.9% | -5.7% |
| 30D | -14.0% | -12.0% | -1.9% | -10.3% |
| 3M | -21.7% | -3.2% | -18.5% | -21.0% |
| 6M | -37.3% | -7.9% | -29.4% | -35.7% |
| YTD | -45.1% | +18.2% | -63.3% | -48.3% |
| 1Y | -49.1% | +6.7% | -55.8% | -50.5% |
| 3Y | -14.8% | +47.5% | -62.4% | -25.5% |
| 5Y | -21.0% | +39.5% | -60.5% | -29.6% |
| 10Y | +64.7% | +477.2% | -412.4% | -1.9% |
| All | +645.5% | +7,056.0% | -6,410.5% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling