-14.6%
PNR vs MTB
+113.5%
-128.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -5.5% | -0.4% | -5.0% | -5.3% |
| 30D | -15.6% | -4.6% | -11.0% | -13.6% |
| 3M | -20.2% | +7.4% | -27.6% | -23.4% |
| 6M | -36.6% | +18.7% | -55.3% | -42.3% |
| YTD | -45.0% | +21.1% | -66.1% | -50.6% |
| 1Y | -47.4% | +24.1% | -71.5% | -53.5% |
| All | -14.6% | +113.5% | -128.1% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling