+7,716.4%
TPR vs PNR
+1,007.6%
+6,708.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -2.3% | -2.4% | +0.1% | -0.8% |
| 30D | -23.0% | -12.8% | -10.2% | -16.4% |
| 3M | -12.5% | -17.0% | +4.5% | -3.7% |
| 6M | -21.4% | -37.4% | +16.0% | +3.1% |
| YTD | -3.5% | -41.6% | +38.1% | +31.3% |
| 1Y | +17.4% | -44.6% | +62.0% | +65.3% |
| 3Y | +291.3% | -12.1% | +303.4% | +304.2% |
| 5Y | +241.9% | -17.4% | +259.3% | +262.5% |
| 10Y | +322.7% | +64.0% | +258.7% | +192.9% |
| All | +7,716.4% | +1,007.6% | +6,708.9% | +1,515.2% |
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