+1,221.9%
PNR vs MDY
+2,615.3%
-1,393.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | -3.9% | -0.8% | -3.1% | -3.2% |
| 30D | -13.8% | -3.9% | -9.9% | -10.6% |
| 3M | -22.5% | 0.0% | -22.5% | -22.5% |
| 6M | -37.2% | +8.5% | -45.7% | -41.6% |
| YTD | -44.2% | +13.2% | -57.4% | -50.1% |
| 1Y | -46.6% | +15.0% | -61.7% | -53.0% |
| 3Y | -12.5% | +49.6% | -62.1% | -38.7% |
| 5Y | -19.3% | +46.0% | -65.4% | -41.7% |
| 10Y | +67.5% | +176.4% | -108.9% | -30.5% |
| All | +1,221.9% | +2,615.3% | -1,393.3% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling