-0.8%
MSFT vs PNR
-43.1%
+42.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.0% |
| 7D | -2.7% | -2.4% | -0.3% | -2.6% |
| 30D | +2.7% | -12.8% | +15.5% | +2.9% |
| 3M | +17.0% | -17.0% | +33.9% | +16.8% |
| 6M | +23.8% | -37.4% | +61.2% | +24.5% |
| YTD | +4.0% | -41.6% | +45.6% | +4.7% |
| 1Y | -0.8% | -44.6% | +43.8% | +0.8% |
| All | -0.8% | -43.1% | +42.3% | +0.8% |
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 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