-12.2%
PNR vs TPG
+74.1%
-86.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -6.0% | -9.4% | +3.4% | -2.3% |
| 30D | -14.0% | -5.3% | -8.7% | -12.3% |
| 3M | -21.7% | +12.9% | -34.6% | -26.1% |
| 6M | -37.3% | +20.1% | -57.4% | -42.7% |
| YTD | -45.1% | -22.5% | -22.6% | -39.9% |
| 1Y | -49.1% | -19.7% | -29.4% | -45.5% |
| 3Y | -14.8% | +81.2% | -96.0% | -38.2% |
| All | -12.2% | +74.1% | -86.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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