+2.8%
TLT vs PNR
+15.8%
-13.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +1.0% | +31.7% | -30.7% | -1.3% |
| 3M | -2.7% | +2.6% | -5.4% | -3.1% |
| 6M | -4.1% | -6.4% | +2.2% | -4.0% |
| YTD | -5.4% | -33.4% | +28.1% | -2.8% |
| 1Y | -7.0% | -35.1% | +28.1% | -4.3% |
| 3Y | +2.8% | +17.1% | -14.3% | -4.8% |
| All | +2.8% | +15.8% | -13.0% | -4.8% |
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