+1,779.8%
TSM vs PNR
+66.2%
+1,713.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -6.0% | +7.0% | +3.9% |
| 30D | +1.0% | -14.0% | +14.9% | +7.9% |
| 3M | +2.9% | -21.7% | +24.6% | +13.4% |
| 6M | +22.8% | -37.3% | +60.1% | +50.3% |
| YTD | +43.3% | -45.1% | +88.4% | +86.0% |
| 1Y | +69.2% | -49.1% | +118.3% | +127.5% |
| 3Y | +404.5% | -14.8% | +419.3% | +427.7% |
| 5Y | +282.2% | -21.0% | +303.2% | +301.0% |
| All | +1,779.8% | +66.2% | +1,713.6% | +1,304.7% |
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