+55.4%
IOT vs PNR
-16.5%
+71.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.5% | -6.0% | +1.5% | 0.0% |
| 30D | -2.4% | -14.0% | +11.5% | +9.1% |
| 3M | +19.0% | -21.7% | +40.7% | +39.6% |
| 6M | +19.6% | -37.3% | +56.9% | +64.6% |
| YTD | +8.3% | -45.1% | +53.4% | +65.2% |
| 1Y | -0.8% | -49.1% | +48.3% | +62.6% |
| 3Y | +24.4% | -14.8% | +39.2% | +20.7% |
| All | +55.4% | -16.5% | +71.9% | +80.7% |
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