+14.4%
TFC vs PNR
-43.1%
+57.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | -1.3% | -12.8% | +11.5% | +1.6% |
| 3M | +6.1% | -17.0% | +23.1% | +9.3% |
| 6M | +7.3% | -37.4% | +44.8% | +18.3% |
| YTD | +8.2% | -41.6% | +49.8% | +20.1% |
| 1Y | +14.4% | -44.6% | +59.1% | +29.3% |
| All | +14.4% | -43.1% | +57.5% | +29.3% |
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