-20.3%
PNR vs TW
+19.5%
-39.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -6.0% | -4.5% | -1.5% | -4.9% |
| 30D | -14.0% | -2.3% | -11.7% | -13.5% |
| 3M | -21.7% | +2.6% | -24.3% | -22.6% |
| 6M | -37.3% | -17.5% | -19.7% | -34.3% |
| YTD | -45.1% | -5.3% | -39.8% | -45.0% |
| 1Y | -49.1% | -14.8% | -34.4% | -47.4% |
| 3Y | -14.8% | +18.8% | -33.7% | -25.3% |
| All | -20.3% | +19.5% | -39.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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