+46.6%
TEM vs PNR
-25.4%
+72.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.7% |
| 7D | -8.7% | -6.0% | -2.7% | -3.7% |
| 30D | +8.1% | -14.0% | +22.0% | +23.1% |
| 3M | +19.0% | -21.7% | +40.7% | +42.7% |
| 6M | +12.0% | -37.3% | +49.3% | +65.2% |
| YTD | -0.1% | -45.1% | +45.1% | +68.6% |
| 1Y | -33.5% | -49.1% | +15.6% | +23.3% |
| All | +46.6% | -25.4% | +72.0% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling