+3,553.7%
PNR vs MTB
+8,245.1%
-4,691.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.4% |
| 7D | -3.0% | +2.8% | -5.8% | -4.1% |
| 30D | -14.9% | -4.2% | -10.7% | -13.5% |
| 3M | -19.0% | +7.8% | -26.8% | -21.7% |
| 6M | -35.9% | +14.8% | -50.8% | -39.6% |
| YTD | -43.1% | +20.8% | -63.9% | -47.6% |
| 1Y | -46.4% | +23.1% | -69.5% | -51.0% |
| 3Y | -10.8% | +114.8% | -125.7% | -35.7% |
| 5Y | -18.9% | +103.3% | -122.1% | -41.9% |
| 10Y | +64.4% | +173.0% | -108.6% | -1.0% |
| All | +3,553.7% | +8,245.1% | -4,691.3% | +1,004.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling