+356.7%
IP vs PNR
+3,652.8%
-3,296.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | -2.4% | -2.9% | -4.2% |
| 30D | -10.9% | -12.8% | +1.9% | -5.4% |
| 3M | +11.2% | -17.0% | +28.2% | +20.0% |
| 6M | -10.2% | -37.4% | +27.2% | +9.4% |
| YTD | -2.0% | -41.6% | +39.6% | +22.6% |
| 1Y | -19.1% | -44.6% | +25.5% | +3.7% |
| 3Y | +20.9% | -12.1% | +33.0% | +24.4% |
| 5Y | -17.8% | -17.4% | -0.4% | -14.9% |
| 10Y | +23.5% | +64.0% | -40.5% | -6.8% |
| All | +356.7% | +3,652.8% | -3,296.2% | +62.0% |
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 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