-31.8%
PNR vs MKC
-18.2%
-13.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.4% | -2.1% | +2.0% |
| 7D | +11.9% | +9.6% | +2.3% | +9.6% |
| 30D | +37.1% | +12.0% | +25.1% | +33.5% |
| 3M | +5.7% | -2.0% | +7.7% | +5.9% |
| 6M | -5.7% | +7.2% | -12.9% | -6.0% |
| YTD | -29.8% | -23.7% | -6.1% | -26.9% |
| 1Y | -31.8% | -18.3% | -13.5% | -30.7% |
| All | -31.8% | -18.2% | -13.6% | -30.7% |
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