-45.6%
IT vs PNR
-21.1%
-24.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.2% |
| 7D | -12.7% | -5.5% | -7.2% | -10.2% |
| 30D | -8.9% | -15.6% | +6.7% | -1.1% |
| 3M | +10.1% | -20.2% | +30.3% | +21.4% |
| 6M | +7.3% | -36.6% | +43.9% | +31.3% |
| YTD | -32.4% | -45.0% | +12.6% | -10.1% |
| 1Y | -26.6% | -47.4% | +20.8% | -0.4% |
| 3Y | -51.8% | -13.7% | -38.1% | -51.1% |
| 5Y | -45.6% | -20.8% | -24.8% | -37.5% |
| All | -45.6% | -21.1% | -24.5% | -37.5% |
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