+14,856.2%
TT vs PNR
+4,261.2%
+10,595.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.8% | -0.1% | +1.0% | +0.8% |
| 30D | -11.8% | +33.4% | -45.1% | -24.0% |
| 3M | -11.6% | +4.9% | -16.4% | -14.6% |
| 6M | -9.3% | -8.5% | -0.8% | -7.6% |
| YTD | +8.9% | -32.1% | +41.0% | +26.9% |
| 1Y | -2.2% | -35.0% | +32.7% | +16.2% |
| 3Y | +91.9% | +17.6% | +74.3% | +68.2% |
| 5Y | +136.0% | +0.9% | +135.1% | +120.4% |
| 10Y | +734.7% | +101.4% | +633.3% | +447.3% |
| All | +14,856.2% | +4,261.2% | +10,595.0% | +4,313.0% |
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 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