+19.9%
IJR vs PNR
-47.6%
+67.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.2% | -6.0% | +3.9% | -0.7% |
| 30D | -4.6% | -14.0% | +9.4% | -1.0% |
| 3M | +0.2% | -21.7% | +21.9% | +5.5% |
| 6M | +14.7% | -37.3% | +52.0% | +29.7% |
| YTD | +18.9% | -45.1% | +64.0% | +40.0% |
| 1Y | +19.9% | -49.1% | +69.1% | +49.6% |
| All | +19.9% | -47.6% | +67.5% | +49.6% |
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