-14.6%
PNR vs TXT
+4.6%
-19.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -15.6% | -10.2% | -5.4% | -11.0% |
| 3M | -20.2% | -13.3% | -6.9% | -15.0% |
| 6M | -36.6% | -14.4% | -22.3% | -32.2% |
| YTD | -45.0% | -9.1% | -35.9% | -43.4% |
| 1Y | -47.4% | -2.2% | -45.3% | -48.2% |
| All | -14.6% | +4.6% | -19.2% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling