+399.1%
PNR vs TMF
-68.9%
+467.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | -2.4% | -1.4% | -0.9% | -2.6% |
| 30D | -12.8% | -2.8% | -9.9% | -13.1% |
| 3M | -17.0% | -10.9% | -6.1% | -18.2% |
| 6M | -37.4% | -21.3% | -16.1% | -39.4% |
| YTD | -41.6% | -15.9% | -25.7% | -42.9% |
| 1Y | -44.6% | -15.7% | -28.9% | -45.8% |
| 3Y | -12.1% | -43.4% | +31.2% | -17.7% |
| 5Y | -17.4% | -87.8% | +70.4% | -41.3% |
| 10Y | +64.0% | -86.7% | +150.7% | +32.4% |
| All | +399.1% | -68.9% | +467.9% | +502.3% |
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