+330.8%
IP vs PNR
+4,261.2%
-3,930.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | +9.4% | +33.4% | -24.0% | -4.3% |
| 3M | -14.1% | +4.9% | -18.9% | -16.3% |
| 6M | +9.2% | -8.5% | +17.7% | +12.2% |
| YTD | -7.5% | -32.1% | +24.6% | +7.6% |
| 1Y | -2.8% | -35.0% | +32.2% | +15.4% |
| 3Y | +21.2% | +17.6% | +3.6% | +9.5% |
| 5Y | -11.5% | +0.9% | -12.3% | -16.4% |
| 10Y | +23.7% | +101.4% | -77.7% | -14.9% |
| All | +330.8% | +4,261.2% | -3,930.4% | +42.2% |
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 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