+157.0%
MKSI vs PNR
-43.1%
+200.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +1.8% | -2.4% | +4.1% | +2.6% |
| 30D | -16.8% | -12.8% | -4.0% | -12.6% |
| 3M | -21.1% | -17.0% | -4.1% | -15.8% |
| 6M | +10.8% | -37.4% | +48.3% | +41.6% |
| YTD | +63.3% | -41.6% | +104.9% | +114.3% |
| 1Y | +157.0% | -44.6% | +201.6% | +271.4% |
| All | +157.0% | -43.1% | +200.1% | +271.4% |
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