+2,383.0%
INFY vs PNR
+675.1%
+1,707.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | -5.4% | -6.0% | +0.6% | -3.0% |
| 30D | -9.9% | -14.0% | +4.1% | -4.2% |
| 3M | -4.6% | -21.7% | +17.1% | +4.4% |
| 6M | -18.5% | -37.3% | +18.8% | -3.1% |
| YTD | -36.5% | -45.1% | +8.6% | -20.6% |
| 1Y | -32.8% | -49.1% | +16.4% | -13.4% |
| 3Y | -32.2% | -14.8% | -17.4% | -31.1% |
| 5Y | -44.7% | -21.0% | -23.7% | -43.4% |
| 10Y | +82.3% | +64.7% | +17.6% | +28.6% |
| All | +2,383.0% | +675.1% | +1,707.8% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling