+131.2%
TLT vs PNR
+544.2%
-413.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | -2.4% | +1.9% | -0.7% |
| 30D | -0.6% | -12.8% | +12.2% | -1.9% |
| 3M | -2.7% | -17.0% | +14.3% | -4.3% |
| 6M | -5.6% | -37.4% | +31.8% | -9.7% |
| YTD | -2.8% | -41.6% | +38.8% | -7.5% |
| 1Y | -1.4% | -44.6% | +43.2% | -6.7% |
| 3Y | -1.6% | -12.1% | +10.5% | -1.5% |
| 5Y | -33.8% | -17.4% | -16.4% | -34.2% |
| 10Y | -21.1% | +64.0% | -85.1% | -10.7% |
| All | +131.2% | +544.2% | -413.0% | +228.8% |
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 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