+125.1%
TLT vs PNR
+634.3%
-509.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -2.7% | +2.6% | -5.4% | -2.4% |
| 6M | -4.1% | -6.4% | +2.2% | -4.5% |
| YTD | -5.4% | -33.4% | +28.1% | -8.7% |
| 1Y | -7.0% | -35.1% | +28.1% | -10.6% |
| 3Y | +2.8% | +17.1% | -14.3% | +6.2% |
| 5Y | -35.4% | -3.5% | -31.8% | -34.7% |
| 10Y | -13.1% | +100.2% | -113.3% | +0.6% |
| All | +125.1% | +634.3% | -509.2% | +224.4% |
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