+3,652.8%
PNR vs TXT
+2,070.1%
+1,582.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.4% | -4.8% | +2.4% | -0.6% |
| 30D | -12.8% | -10.6% | -2.1% | -9.2% |
| 3M | -17.0% | -13.2% | -3.8% | -13.0% |
| 6M | -37.4% | -20.3% | -17.1% | -32.4% |
| YTD | -41.6% | -9.3% | -32.4% | -40.0% |
| 1Y | -44.6% | -2.7% | -41.9% | -44.6% |
| 3Y | -12.1% | +1.4% | -13.5% | -13.8% |
| 5Y | -17.4% | +9.6% | -26.9% | -21.4% |
| 10Y | +64.0% | +94.9% | -30.9% | +22.1% |
| All | +3,652.8% | +2,070.1% | +1,582.8% | +1,532.3% |
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 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