+5,731.6%
MU vs PNR
+66.2%
+5,665.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | 0.0% |
| 7D | -4.1% | -6.0% | +2.0% | -0.1% |
| 30D | +7.0% | -14.0% | +21.0% | +17.6% |
| 3M | -2.1% | -21.7% | +19.6% | +12.8% |
| 6M | +133.1% | -37.3% | +170.3% | +208.7% |
| YTD | +241.9% | -45.1% | +287.0% | +393.5% |
| 1Y | +548.8% | -49.1% | +597.9% | +887.4% |
| 3Y | +1,308.2% | -14.8% | +1,323.0% | +1,394.0% |
| 5Y | +1,260.7% | -21.0% | +1,281.7% | +1,384.7% |
| All | +5,731.6% | +66.2% | +5,665.5% | +3,768.0% |
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