+32.3%
MSCI vs PNR
+18.2%
+14.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +16.2% | +33.4% | -17.1% | +6.1% |
| 3M | +17.1% | +4.9% | +12.2% | +15.5% |
| 6M | +13.0% | -8.5% | +21.5% | +15.5% |
| YTD | +15.8% | -32.1% | +47.9% | +32.8% |
| 1Y | +15.5% | -35.0% | +50.5% | +35.0% |
| 3Y | +32.3% | +17.6% | +14.7% | +18.8% |
| All | +32.3% | +18.2% | +14.1% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling