+48.9%
MSFT vs PNR
-13.0%
+61.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -1.0% | -3.9% | +2.8% | -0.3% |
| 30D | -2.7% | -13.8% | +11.1% | 0.0% |
| 3M | +22.1% | -22.5% | +44.6% | +27.3% |
| 6M | +20.6% | -37.2% | +57.7% | +31.4% |
| YTD | +2.3% | -44.2% | +46.5% | +14.5% |
| 1Y | -0.5% | -46.6% | +46.1% | +12.5% |
| All | +48.9% | -13.0% | +61.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling