+13,824.1%
MA vs PNR
+280.3%
+13,543.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.7% | -2.4% | -0.3% | -1.6% |
| 30D | +1.5% | -12.8% | +14.3% | +8.3% |
| 3M | +20.4% | -17.0% | +37.4% | +30.2% |
| 6M | +11.1% | -37.4% | +48.6% | +37.0% |
| YTD | +2.0% | -41.6% | +43.6% | +29.2% |
| 1Y | -2.2% | -44.6% | +42.5% | +27.1% |
| 3Y | +41.9% | -12.1% | +54.0% | +40.3% |
| 5Y | +75.4% | -17.4% | +92.7% | +74.5% |
| 10Y | +527.5% | +64.0% | +463.6% | +304.9% |
| All | +13,824.1% | +280.3% | +13,543.9% | +5,351.2% |
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