+98.5%
PNR vs TMF
-82.1%
+180.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +0.3% | -9.3% | +9.5% | -0.1% |
| 30D | +31.7% | +1.9% | +29.8% | +31.8% |
| 3M | +2.6% | -11.2% | +13.9% | +2.2% |
| 6M | -6.4% | -17.7% | +11.3% | -7.1% |
| YTD | -33.4% | -24.5% | -9.0% | -34.2% |
| 1Y | -35.1% | -29.4% | -5.6% | -36.0% |
| 3Y | +17.1% | -33.4% | +50.5% | +16.1% |
| 5Y | -3.5% | -88.7% | +85.2% | -25.0% |
| All | +98.5% | -82.1% | +180.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling