+820.4%
MSCI vs PNR
+101.4%
+719.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.9% | -3.7% | +1.9% | -0.1% |
| 30D | +16.5% | +33.1% | -16.7% | +0.5% |
| 3M | +18.2% | +3.7% | +14.5% | +15.2% |
| 6M | +14.0% | -7.7% | +21.7% | +15.9% |
| YTD | +16.6% | -32.4% | +49.0% | +37.9% |
| 1Y | +14.8% | -35.0% | +49.8% | +38.5% |
| 3Y | +33.3% | +17.1% | +16.2% | +13.1% |
| 5Y | +9.1% | +0.1% | +8.9% | -2.2% |
| 10Y | +820.4% | +103.2% | +717.2% | +433.1% |
| All | +820.4% | +101.4% | +719.0% | +433.1% |
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