+8,387.8%
TPR vs PNR
+1,159.6%
+7,228.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | -1.1% | -2.3% | +1.2% | +0.3% |
| 30D | +15.1% | +29.3% | -14.2% | -3.2% |
| 3M | -13.4% | +4.1% | -17.5% | -16.9% |
| 6M | +1.4% | -8.6% | +10.0% | +3.5% |
| YTD | +4.8% | -33.6% | +38.4% | +29.9% |
| 1Y | +29.2% | -36.4% | +65.6% | +64.4% |
| 3Y | +403.7% | +15.1% | +388.6% | +334.6% |
| 5Y | +230.8% | -3.8% | +234.6% | +215.6% |
| 10Y | +369.2% | +99.7% | +269.5% | +185.9% |
| All | +8,387.8% | +1,159.6% | +7,228.2% | +1,497.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling