+62.8%
PNR vs TXT
+107.7%
-44.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -1.4% |
| 7D | -6.0% | +2.4% | -8.5% | -7.2% |
| 30D | -14.0% | -8.9% | -5.1% | -9.9% |
| 3M | -21.7% | -13.6% | -8.1% | -16.2% |
| 6M | -37.3% | -13.1% | -24.2% | -33.2% |
| YTD | -45.1% | -7.0% | -38.1% | -43.8% |
| 1Y | -49.1% | -1.4% | -47.7% | -49.6% |
| 3Y | -14.8% | +6.9% | -21.8% | -20.3% |
| 5Y | -21.0% | +15.4% | -36.4% | -29.6% |
| All | +62.8% | +107.7% | -44.9% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling