+3,485.2%
PNR vs MKC
+3,336.7%
+148.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -3.9% | -4.3% | +0.4% | -2.7% |
| 30D | -13.8% | -3.1% | -10.7% | -13.1% |
| 3M | -22.5% | +6.8% | -29.4% | -24.0% |
| 6M | -37.2% | -18.3% | -18.8% | -33.8% |
| YTD | -44.2% | -23.1% | -21.2% | -40.5% |
| 1Y | -46.6% | -23.7% | -23.0% | -43.1% |
| 3Y | -12.5% | -31.0% | +18.5% | -5.1% |
| 5Y | -19.3% | -33.5% | +14.2% | -12.3% |
| 10Y | +67.5% | +30.3% | +37.2% | +50.2% |
| All | +3,485.2% | +3,336.7% | +148.5% | +2,073.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling