+19.0%
IOT vs PNR
-20.7%
+39.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.5% | -6.0% | +1.5% | -3.1% |
| 30D | -2.4% | -14.0% | +11.5% | +1.0% |
| 3M | +19.0% | -21.7% | +40.7% | +25.0% |
| All | +19.0% | -20.7% | +39.6% | +25.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling