-11.3%
MRSH vs PNR
-47.6%
+36.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.8% | -6.0% | +1.3% | -4.1% |
| 30D | -6.3% | -14.0% | +7.6% | -4.9% |
| 3M | +5.8% | -21.7% | +27.5% | +7.9% |
| 6M | +2.8% | -37.3% | +40.1% | +5.7% |
| YTD | -3.1% | -45.1% | +42.0% | +0.4% |
| 1Y | -11.3% | -49.1% | +37.9% | -7.2% |
| All | -11.3% | -47.6% | +36.3% | -7.2% |
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 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