+306.7%
TPR vs PNR
+63.0%
+243.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.9% |
| 7D | -7.3% | -3.9% | -3.4% | -4.5% |
| 30D | -30.7% | -13.8% | -16.9% | -22.8% |
| 3M | -21.6% | -22.5% | +0.9% | -7.6% |
| 6M | -21.3% | -37.2% | +15.8% | +8.5% |
| YTD | -10.2% | -44.2% | +34.0% | +34.8% |
| 1Y | +9.5% | -46.6% | +56.1% | +70.3% |
| 3Y | +280.8% | -12.5% | +293.3% | +284.0% |
| 5Y | +218.7% | -19.3% | +238.1% | +237.3% |
| 10Y | +306.7% | +67.5% | +239.2% | +113.1% |
| All | +306.7% | +63.0% | +243.7% | +113.1% |
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