+17.6%
PNR vs TMF
-30.8%
+48.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | -0.1% | -1.1% | +0.9% | 0.0% |
| 30D | +33.4% | +11.8% | +21.5% | +31.1% |
| 3M | +4.9% | -4.0% | +8.9% | +5.4% |
| 6M | -8.5% | -16.5% | +8.0% | -6.4% |
| YTD | -32.1% | -19.9% | -12.2% | -30.3% |
| 1Y | -35.0% | -25.6% | -9.4% | -32.6% |
| 3Y | +17.6% | -29.9% | +47.5% | +21.1% |
| All | +17.6% | -30.8% | +48.4% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling