+6.9%
PNR vs TLN
+583.6%
-576.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | -0.2% |
| 7D | -2.4% | +7.1% | -9.4% | -3.3% |
| 30D | -12.8% | -3.9% | -8.9% | -12.4% |
| 3M | -17.0% | -16.2% | -0.8% | -15.5% |
| 6M | -37.4% | -5.8% | -31.6% | -37.6% |
| YTD | -41.6% | -15.4% | -26.2% | -41.2% |
| 1Y | -44.6% | -16.7% | -27.9% | -44.4% |
| 3Y | -12.1% | +473.8% | -485.9% | -35.4% |
| All | +6.9% | +583.6% | -576.6% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling