+16.9%
TPR vs PNR
-43.1%
+60.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | -23.3% | -12.8% | -10.5% | -20.0% |
| 3M | -12.8% | -17.0% | +4.2% | -9.2% |
| 6M | -21.7% | -37.4% | +15.7% | -6.6% |
| YTD | -3.9% | -41.6% | +37.7% | +17.5% |
| 1Y | +16.9% | -44.6% | +61.5% | +51.4% |
| All | +16.9% | -43.1% | +60.0% | +51.4% |
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 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