+2,637.6%
TFC vs PNR
+4,177.9%
-1,540.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +10.8% | +31.7% | -20.9% | -1.6% |
| 3M | -3.8% | +2.6% | -6.4% | -5.5% |
| 6M | +9.6% | -6.4% | +16.0% | +10.5% |
| YTD | +5.8% | -33.4% | +39.2% | +21.7% |
| 1Y | +16.2% | -35.1% | +51.2% | +35.0% |
| 3Y | +96.0% | +17.1% | +78.9% | +78.1% |
| 5Y | +1.7% | -3.5% | +5.2% | -1.2% |
| 10Y | +79.9% | +100.2% | -20.3% | +31.2% |
| All | +2,637.6% | +4,177.9% | -1,540.3% | +1,106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling