-20.8%
PNR vs MTB
+101.1%
-121.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.8% |
| 3M | -20.2% | +7.4% | -27.6% | -22.9% |
| 6M | -36.6% | +18.7% | -55.3% | -41.5% |
| YTD | -45.0% | +21.1% | -66.1% | -49.8% |
| 1Y | -47.4% | +24.1% | -71.5% | -52.6% |
| 3Y | -13.7% | +115.3% | -129.1% | -38.9% |
| 5Y | -20.8% | +106.0% | -126.8% | -42.6% |
| All | -20.8% | +101.1% | -121.9% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling