+16.8%
MSCI vs PNR
-35.8%
+52.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +17.8% | +31.7% | -13.9% | +14.2% |
| 3M | +15.2% | +2.6% | +12.5% | +15.4% |
| 6M | +16.5% | -6.4% | +22.9% | +16.9% |
| YTD | +16.4% | -33.4% | +49.8% | +27.1% |
| 1Y | +16.8% | -35.1% | +51.9% | +28.4% |
| All | +16.8% | -35.8% | +52.6% | +28.4% |
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