+371.7%
TPR vs PNR
+101.4%
+270.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +6.4% | -3.7% | +10.2% | +9.2% |
| 30D | +13.8% | +33.1% | -19.4% | -9.5% |
| 3M | -16.6% | +3.7% | -20.3% | -20.3% |
| 6M | +0.7% | -7.7% | +8.4% | +2.4% |
| YTD | +5.3% | -32.4% | +37.8% | +35.3% |
| 1Y | +32.4% | -35.0% | +67.4% | +75.2% |
| 3Y | +406.4% | +17.1% | +389.3% | +302.1% |
| 5Y | +227.9% | +0.1% | +227.8% | +190.4% |
| 10Y | +371.7% | +103.2% | +268.5% | +107.3% |
| All | +371.7% | +101.4% | +270.4% | +107.3% |
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