+34.9%
MAS vs PNR
-36.0%
+70.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -0.9% |
| 7D | +2.0% | +2.8% | -0.8% | +0.9% |
| 30D | +19.4% | +31.2% | -11.8% | +6.2% |
| 3M | +9.4% | -2.1% | +11.5% | +10.9% |
| 6M | +15.3% | -14.0% | +29.3% | +22.7% |
| YTD | +31.3% | -33.6% | +64.9% | +53.0% |
| 1Y | +34.9% | -35.2% | +70.0% | +59.7% |
| All | +34.9% | -36.0% | +70.9% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling