+21.3%
TFC vs PNR
-31.2%
+52.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.3% |
| 7D | +5.1% | +11.9% | -6.8% | +2.9% |
| 30D | +9.8% | +37.1% | -27.3% | +3.5% |
| 3M | -2.4% | +5.7% | -8.1% | -3.1% |
| 6M | +4.9% | -5.7% | +10.6% | +6.0% |
| YTD | +6.6% | -29.8% | +36.4% | +13.3% |
| 1Y | +21.3% | -31.8% | +53.1% | +31.1% |
| All | +21.3% | -31.2% | +52.5% | +31.1% |
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