+20,419.5%
TXN vs PNR
+3,435.9%
+16,983.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | +2.0% | -5.5% | +7.4% | +4.1% |
| 30D | -8.0% | -15.6% | +7.6% | -2.1% |
| 3M | -7.8% | -20.2% | +12.4% | -0.5% |
| 6M | +32.4% | -36.6% | +69.0% | +55.3% |
| YTD | +51.7% | -45.0% | +96.7% | +86.8% |
| 1Y | +44.3% | -47.4% | +91.7% | +80.9% |
| 3Y | +71.3% | -13.7% | +85.0% | +76.8% |
| 5Y | +56.4% | -20.8% | +77.2% | +64.4% |
| 10Y | +410.2% | +65.2% | +345.0% | +298.4% |
| All | +20,419.5% | +3,435.9% | +16,983.5% | +6,756.4% |
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