+6,288.2%
MS vs PNR
+2,089.6%
+4,198.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | -2.4% | +3.7% | +2.8% |
| 30D | -0.3% | -12.8% | +12.5% | +7.6% |
| 3M | +0.3% | -17.0% | +17.3% | +9.3% |
| 6M | +31.3% | -37.4% | +68.8% | +67.3% |
| YTD | +24.7% | -41.6% | +66.3% | +64.3% |
| 1Y | +47.9% | -44.6% | +92.5% | +100.6% |
| 3Y | +178.3% | -12.1% | +190.5% | +183.1% |
| 5Y | +144.9% | -17.4% | +162.3% | +150.9% |
| 10Y | +804.5% | +64.0% | +740.5% | +503.2% |
| All | +6,288.2% | +2,089.6% | +4,198.6% | +1,575.7% |
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