+5,423.2%
MS vs PNR
+2,465.4%
+2,957.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +1.4% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | -0.9% | +34.4% | -35.4% | -17.1% |
| 3M | -13.0% | +2.4% | -15.4% | -15.1% |
| 6M | -2.0% | -7.8% | +5.8% | -0.4% |
| YTD | +7.8% | -31.6% | +39.4% | +28.6% |
| 1Y | +17.9% | -33.6% | +51.5% | +42.9% |
| 3Y | +174.8% | +19.9% | +154.9% | +131.9% |
| 5Y | +119.9% | +0.8% | +119.1% | +99.4% |
| 10Y | +578.8% | +113.4% | +465.4% | +286.8% |
| All | +5,423.2% | +2,465.4% | +2,957.8% | +1,210.9% |
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