+499.0%
MA vs PNR
+66.6%
+432.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -3.5% | -5.5% | +2.0% | -1.0% |
| 30D | +0.7% | -15.6% | +16.3% | +8.4% |
| 3M | +15.8% | -20.2% | +36.0% | +26.5% |
| 6M | +10.2% | -36.6% | +46.8% | +32.8% |
| YTD | -0.5% | -45.0% | +44.5% | +27.3% |
| 1Y | -1.8% | -47.4% | +45.6% | +28.2% |
| 3Y | +38.7% | -13.7% | +52.4% | +36.8% |
| 5Y | +67.6% | -20.8% | +88.4% | +68.3% |
| All | +499.0% | +66.6% | +432.4% | +275.1% |
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