-20.3%
PNR vs MDY
+46.3%
-66.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -6.0% | -1.9% | -4.2% | -4.1% |
| 30D | -14.0% | -4.6% | -9.3% | -9.4% |
| 3M | -21.7% | -1.2% | -20.5% | -20.7% |
| 6M | -37.3% | +9.2% | -46.5% | -43.0% |
| YTD | -45.1% | +13.1% | -58.2% | -52.0% |
| 1Y | -49.1% | +13.0% | -62.1% | -55.5% |
| 3Y | -14.8% | +49.2% | -64.1% | -44.7% |
| All | -20.3% | +46.3% | -66.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling