+0.9%
PNR vs TMF
-88.9%
+89.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -0.1% | -1.1% | +0.9% | 0.0% |
| 30D | +33.4% | +11.8% | +21.5% | +32.0% |
| 3M | +4.9% | -4.0% | +8.9% | +5.2% |
| 6M | -8.5% | -16.5% | +8.0% | -7.1% |
| YTD | -32.1% | -19.9% | -12.2% | -30.9% |
| 1Y | -35.0% | -25.6% | -9.4% | -33.4% |
| 3Y | +17.6% | -29.9% | +47.5% | +19.7% |
| 5Y | +0.9% | -88.2% | +89.1% | -4.2% |
| All | +0.9% | -88.9% | +89.7% | -4.2% |
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