+40.1%
MA vs PNR
-11.7%
+51.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | -1.8% | -3.0% | +1.3% | -1.0% |
| 30D | +1.4% | -14.9% | +16.3% | +5.3% |
| 3M | +17.7% | -19.0% | +36.8% | +23.1% |
| 6M | +9.7% | -35.9% | +45.6% | +21.3% |
| YTD | +0.5% | -43.1% | +43.6% | +14.5% |
| 1Y | -2.1% | -46.4% | +44.3% | +13.5% |
| 3Y | +40.1% | -10.8% | +50.9% | +47.1% |
| All | +40.1% | -11.7% | +51.8% | +47.1% |
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 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