-44.6%
PNR vs TXT
-1.0%
-43.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.4% | -4.8% | +2.4% | -0.7% |
| 30D | -12.8% | -10.6% | -2.1% | -9.3% |
| 3M | -17.0% | -13.2% | -3.8% | -13.6% |
| 6M | -37.4% | -20.3% | -17.1% | -32.8% |
| YTD | -41.6% | -9.3% | -32.4% | -40.8% |
| 1Y | -44.6% | -2.7% | -41.9% | -46.5% |
| All | -44.6% | -1.0% | -43.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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