+44.7%
IBKR vs PNR
-43.1%
+87.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.3% | -2.4% | -0.9% | -2.8% |
| 30D | +4.5% | -12.8% | +17.2% | +7.3% |
| 3M | +6.5% | -17.0% | +23.5% | +9.5% |
| 6M | +34.2% | -37.4% | +71.6% | +56.3% |
| YTD | +44.5% | -41.6% | +86.1% | +72.2% |
| 1Y | +44.7% | -44.6% | +89.3% | +81.4% |
| All | +44.7% | -43.1% | +87.8% | +81.4% |
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