-20.3%
PNR vs TRI
-10.0%
-10.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -6.0% | -7.9% | +1.9% | -3.9% |
| 30D | -14.0% | -4.5% | -9.5% | -13.1% |
| 3M | -21.7% | +22.1% | -43.8% | -27.3% |
| 6M | -37.3% | -2.8% | -34.5% | -37.6% |
| YTD | -45.1% | -23.4% | -21.7% | -39.3% |
| 1Y | -49.1% | -41.5% | -7.6% | -36.1% |
| 3Y | -14.8% | -19.2% | +4.4% | -17.3% |
| All | -20.3% | -10.0% | -10.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling