+437.3%
TTMI vs PNR
+978.7%
-541.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -2.7% |
| 7D | +7.5% | -3.9% | +11.4% | +10.4% |
| 30D | -4.5% | -13.8% | +9.3% | +5.3% |
| 3M | -28.5% | -22.5% | -6.0% | -17.7% |
| 6M | +28.4% | -37.2% | +65.5% | +71.6% |
| YTD | +80.1% | -44.2% | +124.3% | +158.5% |
| 1Y | +161.0% | -46.6% | +207.7% | +286.8% |
| 3Y | +862.4% | -12.5% | +874.9% | +896.5% |
| 5Y | +812.9% | -19.3% | +832.3% | +867.5% |
| 10Y | +1,094.7% | +67.5% | +1,027.2% | +578.3% |
| All | +437.3% | +978.7% | -541.4% | -55.8% |
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