+70.6%
MA vs PNR
+17.6%
+53.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.8% | -3.7% | +2.0% | -0.9% |
| 30D | +11.0% | +33.1% | -22.1% | +3.8% |
| 3M | +17.9% | +3.7% | +14.2% | +16.9% |
| 6M | +33.2% | -7.7% | +40.9% | +35.1% |
| YTD | +16.5% | -32.4% | +48.9% | +27.8% |
| 1Y | +19.1% | -35.0% | +54.1% | +32.2% |
| All | +70.6% | +17.6% | +53.0% | +72.4% |
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