+2,785.5%
MSCI vs PNR
+332.7%
+2,452.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +17.1% | +4.9% | +12.2% | +12.9% |
| 6M | +13.0% | -8.5% | +21.5% | +15.3% |
| YTD | +15.8% | -32.1% | +47.9% | +37.2% |
| 1Y | +15.5% | -35.0% | +50.5% | +39.9% |
| 3Y | +32.3% | +17.6% | +14.7% | +11.9% |
| 5Y | +8.2% | +0.9% | +7.3% | -1.7% |
| 10Y | +800.7% | +101.4% | +699.3% | +414.1% |
| All | +2,785.5% | +332.7% | +2,452.7% | +755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling