-49.1%
PNR vs MDY
+14.6%
-63.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -6.0% | -1.9% | -4.2% | -4.2% |
| 30D | -14.0% | -4.6% | -9.3% | -9.7% |
| 3M | -21.7% | -1.2% | -20.5% | -20.8% |
| 6M | -37.3% | +9.2% | -46.5% | -42.6% |
| YTD | -45.1% | +13.1% | -58.2% | -51.4% |
| 1Y | -49.1% | +13.0% | -62.1% | -54.7% |
| All | -49.1% | +14.6% | -63.7% | -54.7% |
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