+631.0%
MSCI vs PNR
+63.0%
+568.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.5% |
| 7D | -1.1% | -3.9% | +2.8% | +0.9% |
| 30D | -1.2% | -13.8% | +12.6% | +6.2% |
| 3M | -8.4% | -22.5% | +14.1% | +2.3% |
| 6M | -1.0% | -37.2% | +36.1% | +22.0% |
| YTD | -2.3% | -44.2% | +42.0% | +27.7% |
| 1Y | -1.2% | -46.6% | +45.5% | +31.8% |
| 3Y | +7.9% | -12.5% | +20.4% | +7.1% |
| 5Y | -10.1% | -19.3% | +9.3% | -9.5% |
| 10Y | +631.0% | +67.5% | +563.5% | +374.1% |
| All | +631.0% | +63.0% | +568.0% | +374.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling