-44.6%
PNR vs MKC
-23.4%
-21.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.4% | -5.9% | +3.5% | -1.2% |
| 30D | -12.8% | -0.9% | -11.9% | -12.5% |
| 3M | -17.0% | +12.7% | -29.7% | -17.6% |
| 6M | -37.4% | -19.3% | -18.1% | -36.0% |
| YTD | -41.6% | -22.2% | -19.5% | -39.4% |
| 1Y | -44.6% | -23.3% | -21.3% | -42.2% |
| All | -44.6% | -23.4% | -21.2% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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