-12.4%
IP vs PNR
-2.8%
-9.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.0% |
| 7D | -5.1% | +2.8% | -7.9% | -6.4% |
| 30D | +8.5% | +31.2% | -22.6% | -5.2% |
| 3M | -13.8% | -2.1% | -11.8% | -13.3% |
| 6M | +5.7% | -14.0% | +19.7% | +12.3% |
| YTD | -9.1% | -33.6% | +24.5% | +8.4% |
| 1Y | -0.8% | -35.2% | +34.4% | +19.8% |
| 3Y | +14.8% | +15.8% | -1.0% | +3.1% |
| All | -12.4% | -2.8% | -9.5% | -24.7% |
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 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