+2.2%
PNR vs TLN
+589.3%
-587.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -3.9% | +5.8% | -9.7% | -4.6% |
| 30D | -13.8% | -6.9% | -6.9% | -13.1% |
| 3M | -22.5% | -10.9% | -11.6% | -21.8% |
| 6M | -37.2% | -4.6% | -32.5% | -37.5% |
| YTD | -44.2% | -14.7% | -29.5% | -43.9% |
| 1Y | -46.6% | -17.9% | -28.7% | -46.3% |
| 3Y | -12.5% | +483.9% | -496.4% | -35.9% |
| All | +2.2% | +589.3% | -587.2% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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