+261.5%
TPR vs PNR
+0.3%
+261.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -17.4% | +4.9% | -22.2% | -20.5% |
| 6M | +2.3% | -8.5% | +10.8% | +5.2% |
| YTD | +7.1% | -32.1% | +39.3% | +33.8% |
| 1Y | +29.5% | -35.0% | +64.5% | +66.6% |
| 3Y | +415.0% | +17.6% | +397.5% | +325.1% |
| 5Y | +261.5% | +0.9% | +260.6% | +218.0% |
| All | +261.5% | +0.3% | +261.1% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling