+24.2%
IJR vs PNR
-31.2%
+55.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.7% |
| 7D | +2.3% | +11.9% | -9.6% | 0.0% |
| 30D | +2.8% | +37.1% | -34.3% | -3.8% |
| 3M | -4.6% | +5.7% | -10.3% | -5.5% |
| 6M | +5.7% | -5.7% | +11.3% | +7.1% |
| YTD | +19.9% | -29.8% | +49.7% | +31.5% |
| 1Y | +24.2% | -31.8% | +56.0% | +39.6% |
| All | +24.2% | -31.2% | +55.3% | +39.6% |
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