+66.3%
MA vs PNR
-20.5%
+86.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -3.5% | -3.9% | +0.4% | -2.2% |
| 30D | +0.8% | -13.8% | +14.6% | +6.0% |
| 3M | +14.8% | -22.5% | +37.3% | +24.5% |
| 6M | +10.0% | -37.2% | +47.1% | +28.3% |
| YTD | -0.1% | -44.2% | +44.1% | +21.4% |
| 1Y | -2.2% | -46.6% | +44.4% | +20.9% |
| 3Y | +39.3% | -12.5% | +51.8% | +35.5% |
| 5Y | +66.3% | -19.3% | +85.7% | +65.1% |
| All | +66.3% | -20.5% | +86.8% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling