+62.8%
PNR vs MKC
+29.9%
+33.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.0% | -1.5% | -4.6% | -5.6% |
| 30D | -14.0% | -3.1% | -10.9% | -13.1% |
| 3M | -21.7% | +5.2% | -26.9% | -22.9% |
| 6M | -37.3% | -12.8% | -24.5% | -34.6% |
| YTD | -45.1% | -23.3% | -21.8% | -40.6% |
| 1Y | -49.1% | -24.1% | -25.0% | -44.8% |
| 3Y | -14.8% | -32.1% | +17.3% | -5.0% |
| 5Y | -21.0% | -32.8% | +11.8% | -12.8% |
| All | +62.8% | +29.9% | +33.0% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling