-53.1%
TE vs PNR
+35.7%
-88.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +0.2% | -6.0% | +6.2% | +2.9% |
| 30D | -5.9% | -14.0% | +8.1% | +0.4% |
| 3M | -45.6% | -21.7% | -23.9% | -40.3% |
| 6M | -43.4% | -37.3% | -6.1% | -31.3% |
| YTD | -31.0% | -45.1% | +14.1% | -12.1% |
| 1Y | +145.2% | -49.1% | +194.3% | +222.8% |
| 3Y | -24.1% | -14.8% | -9.2% | -19.3% |
| 5Y | -48.1% | -21.0% | -27.1% | -48.5% |
| All | -53.1% | +35.7% | -88.8% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling