+990.2%
IBKR vs PNR
+66.2%
+924.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | -1.3% | -6.0% | +4.7% | +1.5% |
| 30D | -0.2% | -14.0% | +13.7% | +6.7% |
| 3M | +3.0% | -21.7% | +24.6% | +13.1% |
| 6M | +33.9% | -37.3% | +71.1% | +63.1% |
| YTD | +42.5% | -45.1% | +87.6% | +84.6% |
| 1Y | +44.9% | -49.1% | +94.0% | +95.0% |
| 3Y | +293.0% | -14.8% | +307.8% | +301.9% |
| 5Y | +497.7% | -21.0% | +518.7% | +523.8% |
| All | +990.2% | +66.2% | +924.0% | +597.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling