+38.5%
TNA vs PNR
-31.2%
+69.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +2.6% |
| 7D | +2.4% | +11.9% | -9.5% | -3.8% |
| 30D | -0.9% | +37.1% | -38.0% | -17.6% |
| 3M | -19.2% | +5.7% | -24.9% | -21.3% |
| 6M | -0.8% | -5.7% | +4.8% | +3.3% |
| YTD | +33.2% | -29.8% | +63.0% | +72.1% |
| 1Y | +38.5% | -31.8% | +70.3% | +92.9% |
| All | +38.5% | -31.2% | +69.7% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling