+2,222.5%
MKSI vs PNR
+802.0%
+1,420.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.7% | -6.0% | +8.7% | +6.5% |
| 30D | -12.8% | -14.0% | +1.2% | -5.0% |
| 3M | -22.5% | -21.7% | -0.8% | -12.5% |
| 6M | +19.4% | -37.3% | +56.7% | +54.0% |
| YTD | +67.7% | -45.1% | +112.8% | +133.0% |
| 1Y | +131.4% | -49.1% | +180.5% | +237.3% |
| 3Y | +197.3% | -14.8% | +212.2% | +228.7% |
| 5Y | +87.0% | -21.0% | +108.0% | +116.2% |
| 10Y | +522.1% | +64.7% | +457.3% | +375.6% |
| All | +2,222.5% | +802.0% | +1,420.6% | +1,099.2% |
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