+100.0%
IT vs PNR
+66.2%
+33.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.5% | +5.4% |
| 7D | -3.7% | -6.0% | +2.4% | -0.6% |
| 30D | +0.1% | -14.0% | +14.0% | +7.8% |
| 3M | +20.7% | -21.7% | +42.4% | +34.8% |
| 6M | +12.0% | -37.3% | +49.2% | +38.2% |
| YTD | -28.8% | -45.1% | +16.3% | -5.2% |
| 1Y | -25.5% | -49.1% | +23.6% | +2.8% |
| 3Y | -48.8% | -14.8% | -33.9% | -47.1% |
| 5Y | -42.7% | -21.0% | -21.7% | -39.9% |
| All | +100.0% | +66.2% | +33.8% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling