+878.4%
MSFT vs PNR
+66.2%
+812.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.8% | -6.0% | +5.2% | +1.5% |
| 30D | +0.8% | -14.0% | +14.8% | +6.7% |
| 3M | +27.2% | -21.7% | +48.9% | +38.0% |
| 6M | +22.9% | -37.3% | +60.2% | +44.6% |
| YTD | +3.1% | -45.1% | +48.3% | +27.5% |
| 1Y | -0.3% | -49.1% | +48.9% | +26.9% |
| 3Y | +50.1% | -14.8% | +64.9% | +48.4% |
| 5Y | +74.6% | -21.0% | +95.6% | +72.5% |
| All | +878.4% | +66.2% | +812.2% | +587.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling