+8.2%
MSCI vs PNR
+0.3%
+7.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | +16.2% | +33.4% | -17.1% | +0.4% |
| 3M | +17.1% | +4.9% | +12.2% | +13.9% |
| 6M | +13.0% | -8.5% | +21.5% | +15.9% |
| YTD | +15.8% | -32.1% | +47.9% | +38.7% |
| 1Y | +15.5% | -35.0% | +50.5% | +41.8% |
| 3Y | +32.3% | +17.6% | +14.7% | +5.6% |
| 5Y | +8.2% | +0.9% | +7.3% | -4.4% |
| All | +8.2% | +0.3% | +7.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling