+19.0%
MSCI vs PNR
-31.2%
+50.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +5.0% |
| 7D | +11.5% | +11.9% | -0.4% | +10.1% |
| 30D | +22.1% | +37.1% | -15.1% | +17.8% |
| 3M | +18.4% | +5.7% | +12.7% | +18.1% |
| 6M | +16.6% | -5.7% | +22.3% | +17.2% |
| YTD | +18.8% | -29.8% | +48.6% | +28.5% |
| 1Y | +19.0% | -31.8% | +50.8% | +29.4% |
| All | +19.0% | -31.2% | +50.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling