+15,808.0%
MA vs PNR
+340.0%
+15,467.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.8% | -3.7% | +2.0% | 0.0% |
| 30D | +11.0% | +33.1% | -22.1% | -4.1% |
| 3M | +17.9% | +3.7% | +14.2% | +14.7% |
| 6M | +33.2% | -7.7% | +40.9% | +35.5% |
| YTD | +16.5% | -32.4% | +48.9% | +36.4% |
| 1Y | +19.1% | -35.0% | +54.1% | +42.1% |
| 3Y | +70.6% | +17.1% | +53.5% | +45.3% |
| 5Y | +92.1% | +0.1% | +92.0% | +72.7% |
| 10Y | +569.6% | +103.2% | +466.4% | +286.8% |
| All | +15,808.0% | +340.0% | +15,467.9% | +5,655.3% |
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