-10.5%
TEM vs PNR
-31.2%
+20.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -4.1% |
| 7D | -1.3% | +11.9% | -13.2% | -5.4% |
| 30D | -9.5% | +37.1% | -46.6% | -19.2% |
| 3M | +60.7% | +5.7% | +55.0% | +56.8% |
| 6M | +35.5% | -5.7% | +41.2% | +37.7% |
| YTD | +28.0% | -29.8% | +57.8% | +50.3% |
| 1Y | -10.5% | -31.8% | +21.3% | +9.9% |
| All | -10.5% | -31.2% | +20.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling