+10.6%
IBKR vs PNR
-31.2%
+41.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -6.8% | +11.9% | -18.7% | -8.4% |
| 30D | -12.5% | +37.1% | -49.7% | -17.1% |
| 3M | -12.0% | +5.7% | -17.7% | -12.8% |
| 6M | -4.5% | -5.7% | +1.2% | -2.7% |
| YTD | +21.5% | -29.8% | +51.3% | +38.2% |
| 1Y | +10.6% | -31.8% | +42.4% | +29.5% |
| All | +10.6% | -31.2% | +41.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling