-34.9%
TLT vs PNR
-20.5%
-14.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -0.3% | -3.9% | +3.6% | 0.0% |
| 30D | 0.0% | -13.8% | +13.8% | +1.0% |
| 3M | -2.9% | -22.5% | +19.7% | -1.3% |
| 6M | -6.3% | -37.2% | +30.9% | -3.4% |
| YTD | -3.3% | -44.2% | +40.9% | +0.3% |
| 1Y | -4.2% | -46.6% | +42.4% | -0.3% |
| 3Y | -1.7% | -12.5% | +10.8% | -2.0% |
| 5Y | -34.9% | -19.3% | -15.5% | -39.6% |
| All | -34.9% | -20.5% | -14.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling