+223.7%
PNR vs MKTX
+1,442.6%
-1,218.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -14.0% | +0.7% | -14.7% | -14.1% |
| 3M | -21.7% | +40.8% | -62.5% | -28.6% |
| 6M | -37.3% | -8.0% | -29.3% | -36.9% |
| YTD | -45.1% | -8.7% | -36.4% | -44.7% |
| 1Y | -49.1% | -11.8% | -37.3% | -48.5% |
| 3Y | -14.8% | -24.0% | +9.2% | -13.1% |
| 5Y | -21.0% | -60.3% | +39.3% | -7.6% |
| 10Y | +64.7% | +5.0% | +59.8% | +45.8% |
| All | +223.7% | +1,442.6% | -1,218.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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