+148.6%
TE vs PNR
-43.1%
+191.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.0% | -2.4% | -1.6% | -4.0% |
| 30D | -15.9% | -12.8% | -3.1% | -15.9% |
| 3M | -60.5% | -17.0% | -43.6% | -60.0% |
| 6M | -35.2% | -37.4% | +2.2% | -36.7% |
| YTD | -31.1% | -41.6% | +10.5% | -33.3% |
| 1Y | +148.6% | -44.6% | +193.3% | +137.3% |
| All | +148.6% | -43.1% | +191.7% | +137.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling