+39.8%
IJR vs PNR
-21.7%
+61.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -2.2% | -6.0% | +3.9% | +0.8% |
| 30D | -4.6% | -14.0% | +9.4% | +2.6% |
| 3M | +0.2% | -21.7% | +21.9% | +11.4% |
| 6M | +14.7% | -37.3% | +52.0% | +42.5% |
| YTD | +18.9% | -45.1% | +64.0% | +57.8% |
| 1Y | +19.9% | -49.1% | +69.1% | +66.2% |
| 3Y | +53.0% | -14.8% | +67.9% | +56.9% |
| All | +39.8% | -21.7% | +61.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling