-50.0%
TE vs PNR
+38.0%
-88.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.1% |
| 7D | +15.0% | -3.9% | +18.9% | +16.9% |
| 30D | -7.5% | -13.8% | +6.3% | -1.4% |
| 3M | -42.0% | -22.5% | -19.4% | -35.8% |
| 6M | -31.4% | -37.2% | +5.7% | -17.0% |
| YTD | -26.5% | -44.2% | +17.7% | -7.1% |
| 1Y | +153.1% | -46.6% | +199.7% | +225.1% |
| 3Y | -20.7% | -12.5% | -8.2% | -16.6% |
| 5Y | -45.4% | -19.3% | -26.1% | -46.3% |
| All | -50.0% | +38.0% | -88.0% | -51.4% |
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