+62.8%
PNR vs TMF
-86.4%
+149.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -5.1% | -0.9% | -6.2% |
| 30D | -14.0% | -4.6% | -9.4% | -14.1% |
| 3M | -21.7% | -16.6% | -5.1% | -22.3% |
| 6M | -37.3% | -19.9% | -17.4% | -37.9% |
| YTD | -45.1% | -20.2% | -25.0% | -45.7% |
| 1Y | -49.1% | -27.7% | -21.4% | -49.9% |
| 3Y | -14.8% | -43.9% | +29.1% | -17.1% |
| 5Y | -21.0% | -88.4% | +67.4% | -38.5% |
| All | +62.8% | -86.4% | +149.3% | +52.9% |
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