+2.4%
MELI vs PNR
-21.7%
+24.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -4.1% | -6.0% | +1.9% | -0.3% |
| 30D | +3.8% | -14.0% | +17.8% | +13.9% |
| 3M | +17.8% | -21.7% | +39.5% | +35.0% |
| 6M | +7.4% | -37.3% | +44.7% | +41.8% |
| YTD | -5.8% | -45.1% | +39.3% | +34.4% |
| 1Y | -18.9% | -49.1% | +30.3% | +21.7% |
| 3Y | +33.3% | -14.8% | +48.2% | +23.4% |
| All | +2.4% | -21.7% | +24.1% | -10.0% |
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