+9.0%
MSFT vs PNR
-31.2%
+40.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.6% |
| 7D | +4.7% | +11.9% | -7.2% | +4.6% |
| 30D | +5.8% | +37.1% | -31.3% | +5.4% |
| 3M | +13.0% | +5.7% | +7.3% | +13.1% |
| 6M | +34.9% | -5.7% | +40.6% | +34.8% |
| YTD | +15.7% | -29.8% | +45.5% | +16.0% |
| 1Y | +9.0% | -31.8% | +40.7% | +9.4% |
| All | +9.0% | -31.2% | +40.1% | +9.4% |
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