+3,263.4%
MRSH vs PNR
+3,426.6%
-163.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -6.0% | +1.3% | -3.1% |
| 30D | -6.3% | -14.0% | +7.6% | -2.3% |
| 3M | +5.8% | -21.7% | +27.5% | +12.7% |
| 6M | +2.8% | -37.3% | +40.1% | +16.0% |
| YTD | -3.1% | -45.1% | +42.0% | +13.1% |
| 1Y | -11.3% | -49.1% | +37.9% | +5.8% |
| 3Y | -5.0% | -14.8% | +9.9% | -4.4% |
| 5Y | +19.2% | -21.0% | +40.2% | +20.6% |
| 10Y | +217.4% | +64.7% | +152.6% | +152.3% |
| All | +3,263.4% | +3,426.6% | -163.2% | +1,382.2% |
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