+330.4%
TSM vs PNR
+15.8%
+314.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -7.3% | +31.7% | -39.0% | -18.3% |
| 3M | -7.1% | +2.6% | -9.8% | -8.3% |
| 6M | +0.2% | -6.4% | +6.6% | +2.0% |
| YTD | +32.2% | -33.4% | +65.7% | +61.3% |
| 1Y | +42.8% | -35.1% | +77.9% | +76.4% |
| 3Y | +330.4% | +17.1% | +313.3% | +301.3% |
| All | +330.4% | +15.8% | +314.6% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling