+460.2%
PNR vs TRI
+499.2%
-39.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | -5.5% | -14.4% | +8.9% | +1.7% |
| 30D | -15.6% | -8.1% | -7.5% | -12.5% |
| 3M | -20.2% | +17.5% | -37.7% | -28.3% |
| 6M | -36.6% | -5.0% | -31.7% | -38.1% |
| YTD | -45.0% | -24.7% | -20.3% | -40.2% |
| 1Y | -47.4% | -41.5% | -5.9% | -34.8% |
| 3Y | -13.7% | -20.3% | +6.6% | -12.4% |
| 5Y | -20.8% | -10.9% | -9.9% | -24.9% |
| 10Y | +65.2% | +190.6% | -125.4% | -20.2% |
| All | +460.2% | +499.2% | -39.0% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling