+23.9%
IP vs PNR
-11.9%
+35.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -5.3% | -2.4% | -2.9% | -4.2% |
| 30D | -10.9% | -12.8% | +1.9% | -5.1% |
| 3M | +11.2% | -17.0% | +28.2% | +20.0% |
| 6M | -10.2% | -37.4% | +27.2% | +10.1% |
| YTD | -2.0% | -41.6% | +39.6% | +23.5% |
| 1Y | -19.1% | -44.6% | +25.5% | +4.6% |
| All | +23.9% | -11.9% | +35.8% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling