+415.0%
TPR vs PNR
+18.2%
+396.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +12.1% | -0.1% | +12.2% | +12.0% |
| 30D | +16.7% | +33.4% | -16.7% | 0.0% |
| 3M | -17.4% | +4.9% | -22.2% | -19.7% |
| 6M | +2.3% | -8.5% | +10.8% | +5.5% |
| YTD | +7.1% | -32.1% | +39.3% | +32.8% |
| 1Y | +29.5% | -35.0% | +64.5% | +65.4% |
| 3Y | +415.0% | +17.6% | +397.5% | +304.9% |
| All | +415.0% | +18.2% | +396.8% | +304.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling