-49.1%
PNR vs TRU
-13.7%
-35.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -6.0% | -2.7% | -3.3% | -5.3% |
| 30D | -14.0% | -2.0% | -11.9% | -13.6% |
| 3M | -21.7% | +18.4% | -40.1% | -25.6% |
| 6M | -37.3% | +8.9% | -46.1% | -39.3% |
| YTD | -45.1% | -8.9% | -36.2% | -45.4% |
| 1Y | -49.1% | -15.9% | -33.3% | -50.1% |
| All | -49.1% | -13.7% | -35.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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