-20.7%
TLT vs PNR
+66.2%
-86.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | -6.0% | +4.4% | -1.8% |
| 30D | -1.1% | -14.0% | +12.8% | -1.6% |
| 3M | -4.9% | -21.7% | +16.8% | -5.6% |
| 6M | -5.0% | -37.3% | +32.2% | -6.5% |
| YTD | -4.4% | -45.1% | +40.8% | -6.3% |
| 1Y | -6.4% | -49.1% | +42.8% | -8.6% |
| 3Y | -2.0% | -14.8% | +12.8% | -1.4% |
| 5Y | -35.0% | -21.0% | -14.0% | -36.1% |
| All | -20.7% | +66.2% | -86.8% | -9.6% |
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