+42.7%
MKSI vs PNR
-31.2%
+73.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -5.6% |
| 7D | -10.7% | +11.9% | -22.6% | -13.0% |
| 30D | -30.5% | +37.1% | -67.6% | -35.7% |
| 3M | -39.2% | +5.7% | -44.9% | -39.5% |
| 6M | -33.0% | -5.7% | -27.3% | -30.2% |
| YTD | +22.3% | -29.8% | +52.1% | +44.6% |
| 1Y | +42.7% | -31.8% | +74.5% | +71.6% |
| All | +42.7% | -31.2% | +73.9% | +71.6% |
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