-24.1%
TE vs PNR
-14.5%
-9.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +0.2% | -6.0% | +6.2% | +4.3% |
| 30D | -5.9% | -14.0% | +8.1% | +3.7% |
| 3M | -45.6% | -21.7% | -23.9% | -37.6% |
| 6M | -43.4% | -37.3% | -6.1% | -23.2% |
| YTD | -31.0% | -45.1% | +14.1% | +1.7% |
| 1Y | +145.2% | -49.1% | +194.3% | +286.8% |
| 3Y | -24.1% | -14.8% | -9.2% | -33.8% |
| All | -24.1% | -14.5% | -9.6% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling