-19.3%
PNR vs TXT
+13.4%
-32.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -3.9% | +0.8% | -4.7% | -4.3% |
| 30D | -13.8% | -10.4% | -3.4% | -8.4% |
| 3M | -22.5% | -14.3% | -8.2% | -16.1% |
| 6M | -37.2% | -15.1% | -22.0% | -31.8% |
| YTD | -44.2% | -8.3% | -35.9% | -42.5% |
| 1Y | -46.6% | -0.7% | -45.9% | -47.8% |
| 3Y | -12.5% | +6.0% | -18.5% | -20.1% |
| 5Y | -19.3% | +12.5% | -31.9% | -30.9% |
| All | -19.3% | +13.4% | -32.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling