-23.0%
TNA vs PNR
-21.7%
-1.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.5% |
| 7D | -7.3% | -6.0% | -1.2% | +1.8% |
| 30D | -14.2% | -14.0% | -0.2% | +7.1% |
| 3M | -4.6% | -21.7% | +17.1% | +28.4% |
| 6M | +36.9% | -37.3% | +74.2% | +161.8% |
| YTD | +42.5% | -45.1% | +87.7% | +230.3% |
| 1Y | +45.8% | -49.1% | +94.9% | +290.6% |
| 3Y | +104.7% | -14.8% | +119.5% | +152.2% |
| All | -23.0% | -21.7% | -1.3% | +4.0% |
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