+119.9%
MS vs PNR
+0.7%
+119.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +1.7% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | -0.9% | +34.4% | -35.4% | -13.9% |
| 3M | -13.0% | +2.4% | -15.4% | -14.3% |
| 6M | -2.0% | -7.8% | +5.8% | +0.1% |
| YTD | +7.8% | -31.6% | +39.4% | +27.5% |
| 1Y | +17.9% | -33.6% | +51.5% | +41.6% |
| 3Y | +174.8% | +19.9% | +154.9% | +137.4% |
| 5Y | +119.9% | +0.8% | +119.1% | +89.2% |
| All | +119.9% | +0.7% | +119.2% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling