+62.8%
PNR vs MTB
+173.8%
-111.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -14.0% | -4.8% | -9.2% | -12.1% |
| 3M | -21.7% | +6.0% | -27.6% | -24.0% |
| 6M | -37.3% | +19.6% | -56.9% | -42.4% |
| YTD | -45.1% | +21.5% | -66.6% | -50.1% |
| 1Y | -49.1% | +24.7% | -73.8% | -54.4% |
| 3Y | -14.8% | +108.6% | -123.4% | -40.3% |
| 5Y | -21.0% | +106.7% | -127.7% | -46.5% |
| All | +62.8% | +173.8% | -111.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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