+477.5%
PNR vs TMF
-70.3%
+547.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -3.4% | -0.4% | -4.2% |
| 30D | +33.1% | +11.5% | +21.6% | +35.0% |
| 3M | +3.7% | -4.5% | +8.2% | +3.1% |
| 6M | -7.7% | -15.0% | +7.2% | -9.7% |
| YTD | -32.4% | -19.9% | -12.6% | -34.3% |
| 1Y | -35.0% | -26.6% | -8.4% | -37.6% |
| 3Y | +17.1% | -29.8% | +46.9% | +13.6% |
| 5Y | +0.1% | -88.2% | +88.3% | -29.3% |
| 10Y | +103.2% | -81.4% | +184.6% | +78.1% |
| All | +477.5% | -70.3% | +547.8% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling