+239.1%
TPR vs PNR
-17.7%
+256.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.1% |
| 7D | -3.4% | -3.0% | -0.3% | -1.5% |
| 30D | -27.3% | -14.9% | -12.4% | -19.9% |
| 3M | -16.2% | -19.0% | +2.8% | -6.7% |
| 6M | -17.9% | -35.9% | +18.0% | +6.7% |
| YTD | -7.1% | -43.1% | +36.0% | +30.1% |
| 1Y | +13.6% | -46.4% | +60.0% | +66.0% |
| 3Y | +293.7% | -10.8% | +304.6% | +292.7% |
| 5Y | +239.1% | -18.9% | +257.9% | +240.6% |
| All | +239.1% | -17.7% | +256.8% | +240.6% |
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