+133,470.8%
MSFT vs PNR
+3,652.8%
+129,817.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | +2.7% | -12.8% | +15.5% | +7.1% |
| 3M | +17.0% | -17.0% | +33.9% | +22.9% |
| 6M | +23.8% | -37.4% | +61.2% | +41.6% |
| YTD | +4.0% | -41.6% | +45.6% | +21.1% |
| 1Y | -0.8% | -44.6% | +43.8% | +17.2% |
| 3Y | +55.6% | -12.1% | +67.7% | +55.4% |
| 5Y | +72.9% | -17.4% | +90.3% | +74.0% |
| 10Y | +875.8% | +64.0% | +811.8% | +665.3% |
| All | +133,470.8% | +3,652.8% | +129,817.9% | +46,161.4% |
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 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