+45.9%
TEM vs PNR
-25.2%
+71.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.0% |
| 7D | -9.2% | -5.5% | -3.7% | -4.7% |
| 30D | +5.5% | -15.6% | +21.0% | +22.0% |
| 3M | +18.7% | -20.2% | +38.9% | +39.7% |
| 6M | +15.4% | -36.6% | +52.0% | +68.4% |
| YTD | -0.5% | -45.0% | +44.5% | +67.4% |
| 1Y | -24.8% | -47.4% | +22.6% | +34.3% |
| All | +45.9% | -25.2% | +71.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling