-18.9%
PNR vs TMF
-87.6%
+68.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | -14.9% | -1.8% | -13.1% | -14.8% |
| 3M | -19.0% | -8.2% | -10.8% | -18.5% |
| 6M | -35.9% | -19.5% | -16.4% | -34.8% |
| YTD | -43.1% | -16.0% | -27.2% | -42.4% |
| 1Y | -46.4% | -22.5% | -23.9% | -45.4% |
| 3Y | -10.8% | -42.3% | +31.4% | -8.8% |
| 5Y | -18.9% | -87.7% | +68.8% | -21.5% |
| All | -18.9% | -87.6% | +68.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling