+293.7%
TPR vs PNR
-11.7%
+305.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.3% |
| 7D | -3.4% | -3.0% | -0.3% | -1.8% |
| 30D | -27.3% | -14.9% | -12.4% | -21.0% |
| 3M | -16.2% | -19.0% | +2.8% | -8.2% |
| 6M | -17.9% | -35.9% | +18.0% | +3.8% |
| YTD | -7.1% | -43.1% | +36.0% | +25.8% |
| 1Y | +13.6% | -46.4% | +60.0% | +60.3% |
| 3Y | +293.7% | -10.8% | +304.6% | +291.8% |
| All | +293.7% | -11.7% | +305.5% | +291.8% |
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