-14.8%
PNR vs MKC
-31.4%
+16.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.0% | -1.5% | -4.6% | -5.7% |
| 30D | -14.0% | -3.1% | -10.9% | -13.3% |
| 3M | -21.7% | +5.2% | -26.9% | -22.3% |
| 6M | -37.3% | -12.8% | -24.5% | -35.3% |
| YTD | -45.1% | -23.3% | -21.8% | -41.8% |
| 1Y | -49.1% | -24.1% | -25.0% | -46.0% |
| 3Y | -14.8% | -32.1% | +17.3% | -6.6% |
| All | -14.8% | -31.4% | +16.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling