-44.6%
PNR vs TRI
-38.3%
-6.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +0.8% |
| 7D | -2.4% | -0.5% | -1.8% | -2.4% |
| 30D | -12.8% | +7.9% | -20.6% | -13.4% |
| 3M | -17.0% | +24.1% | -41.1% | -18.8% |
| 6M | -37.4% | +3.8% | -41.2% | -36.9% |
| YTD | -41.6% | -16.9% | -24.8% | -38.0% |
| 1Y | -44.6% | -38.4% | -6.2% | -41.9% |
| All | -44.6% | -38.3% | -6.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling