-31.8%
PNR vs MDY
+17.5%
-49.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +2.7% |
| 7D | +11.9% | +1.7% | +10.2% | +10.0% |
| 30D | +37.1% | +1.2% | +35.9% | +35.4% |
| 3M | +5.7% | -3.5% | +9.2% | +9.7% |
| 6M | -5.7% | +3.5% | -9.2% | -9.5% |
| YTD | -29.8% | +13.6% | -43.4% | -38.7% |
| 1Y | -31.8% | +17.1% | -48.8% | -42.4% |
| All | -31.8% | +17.5% | -49.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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