-20.3%
PNR vs TXG
-62.8%
+42.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.8% |
| 7D | -6.0% | +9.5% | -15.5% | -7.6% |
| 30D | -14.0% | +18.8% | -32.7% | -16.8% |
| 3M | -21.7% | +136.1% | -157.8% | -34.0% |
| 6M | -37.3% | +235.2% | -272.5% | -51.0% |
| YTD | -45.1% | +320.5% | -365.7% | -59.2% |
| 1Y | -49.1% | +425.2% | -474.3% | -64.4% |
| 3Y | -14.8% | +42.9% | -57.7% | -28.3% |
| All | -20.3% | -62.8% | +42.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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