+76.5%
TNA vs PNR
+66.2%
+10.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.5% |
| 7D | -7.3% | -6.0% | -1.2% | +2.3% |
| 30D | -14.2% | -14.0% | -0.2% | +8.4% |
| 3M | -4.6% | -21.7% | +17.1% | +30.4% |
| 6M | +36.9% | -37.3% | +74.2% | +166.4% |
| YTD | +42.5% | -45.1% | +87.7% | +236.0% |
| 1Y | +45.8% | -49.1% | +94.9% | +295.7% |
| 3Y | +104.7% | -14.8% | +119.5% | +161.2% |
| 5Y | -21.7% | -21.0% | -0.7% | +25.6% |
| All | +76.5% | +66.2% | +10.4% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling