+1,124.0%
TTMI vs PNR
+66.2%
+1,057.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.5% |
| 7D | +0.7% | -6.0% | +6.7% | +4.3% |
| 30D | -8.4% | -14.0% | +5.5% | -0.5% |
| 3M | -32.5% | -21.7% | -10.8% | -24.4% |
| 6M | +32.5% | -37.3% | +69.8% | +70.3% |
| YTD | +83.2% | -45.1% | +128.4% | +152.7% |
| 1Y | +161.7% | -49.1% | +210.8% | +278.6% |
| 3Y | +890.1% | -14.8% | +905.0% | +946.4% |
| 5Y | +832.4% | -21.0% | +853.5% | +896.0% |
| All | +1,124.0% | +66.2% | +1,057.9% | +696.9% |
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