-33.5%
TEM vs PNR
-47.6%
+14.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -8.7% | -6.0% | -2.7% | -6.4% |
| 30D | +8.1% | -14.0% | +22.0% | +14.6% |
| 3M | +19.0% | -21.7% | +40.7% | +29.5% |
| 6M | +12.0% | -37.3% | +49.3% | +35.1% |
| YTD | -0.1% | -45.1% | +45.1% | +30.1% |
| 1Y | -33.5% | -49.1% | +15.6% | -4.6% |
| All | -33.5% | -47.6% | +14.0% | -4.6% |
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