+1,199.2%
TNA vs PNR
+400.1%
+799.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -0.7% |
| 7D | -7.6% | -5.5% | -2.1% | +1.5% |
| 30D | -13.6% | -15.6% | +1.9% | +13.6% |
| 3M | +2.8% | -20.2% | +23.0% | +38.2% |
| 6M | +34.5% | -36.6% | +71.1% | +163.0% |
| YTD | +41.0% | -45.0% | +86.0% | +240.1% |
| 1Y | +52.0% | -47.4% | +99.5% | +301.9% |
| 3Y | +103.5% | -13.7% | +117.2% | +156.2% |
| 5Y | -22.5% | -20.8% | -1.7% | +26.4% |
| 10Y | +81.9% | +65.2% | +16.7% | +8.4% |
| All | +1,199.2% | +400.1% | +799.0% | -10.0% |
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 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