+95.6%
TFC vs PNR
+66.2%
+29.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.4% | -6.0% | +3.6% | +1.3% |
| 30D | -3.4% | -14.0% | +10.6% | +5.7% |
| 3M | +0.4% | -21.7% | +22.1% | +14.3% |
| 6M | +12.7% | -37.3% | +49.9% | +46.3% |
| YTD | +5.6% | -45.1% | +50.7% | +47.8% |
| 1Y | +16.0% | -49.1% | +65.2% | +70.5% |
| 3Y | +94.0% | -14.8% | +108.8% | +98.6% |
| 5Y | +16.2% | -21.0% | +37.2% | +21.7% |
| All | +95.6% | +66.2% | +29.4% | +16.9% |
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