+4,177.9%
PNR vs TXT
+2,196.3%
+1,981.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +31.7% | +13.3% | +18.4% | +25.7% |
| 3M | +2.6% | -5.0% | +7.6% | +4.3% |
| 6M | -6.4% | -8.4% | +2.0% | -4.0% |
| YTD | -33.4% | -4.0% | -29.5% | -33.1% |
| 1Y | -35.1% | +2.8% | -37.9% | -36.4% |
| 3Y | +17.1% | +10.3% | +6.8% | +11.2% |
| 5Y | -3.5% | +9.2% | -12.7% | -8.3% |
| 10Y | +100.2% | +89.6% | +10.6% | +49.7% |
| All | +4,177.9% | +2,196.3% | +1,981.6% | +1,718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling