+12,772.9%
TDG vs PNR
+199.3%
+12,573.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -2.7% | -5.5% | +2.8% | +0.2% |
| 30D | -9.3% | -15.6% | +6.3% | -0.9% |
| 3M | -7.1% | -20.2% | +13.1% | +3.1% |
| 6M | -11.2% | -36.6% | +25.5% | +10.8% |
| YTD | -15.3% | -45.0% | +29.7% | +13.6% |
| 1Y | -12.5% | -47.4% | +35.0% | +19.9% |
| 3Y | +51.2% | -13.7% | +64.9% | +53.0% |
| 5Y | +126.1% | -20.8% | +146.9% | +134.0% |
| 10Y | +536.2% | +65.2% | +471.1% | +329.9% |
| All | +12,772.9% | +199.3% | +12,573.6% | +4,901.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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