+174.8%
MS vs PNR
+17.5%
+157.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +1.9% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | -0.9% | +34.4% | -35.4% | -12.5% |
| 3M | -13.0% | +2.4% | -15.4% | -13.9% |
| 6M | -2.0% | -7.8% | +5.8% | +0.5% |
| YTD | +7.8% | -31.6% | +39.4% | +28.0% |
| 1Y | +17.9% | -33.6% | +51.5% | +42.4% |
| 3Y | +174.8% | +19.9% | +154.9% | +131.1% |
| All | +174.8% | +17.5% | +157.3% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling