+313.4%
IVV vs PNR
+101.4%
+212.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.9% | -3.7% | +2.8% | +0.6% |
| 30D | -2.3% | +33.1% | -35.5% | -13.5% |
| 3M | -1.2% | +3.7% | -4.8% | -3.2% |
| 6M | +3.3% | -7.7% | +11.0% | +4.9% |
| YTD | +12.3% | -32.4% | +44.8% | +29.0% |
| 1Y | +12.5% | -35.0% | +47.5% | +31.3% |
| 3Y | +79.2% | +17.1% | +62.1% | +57.1% |
| 5Y | +75.6% | +0.1% | +75.5% | +60.6% |
| 10Y | +313.4% | +103.2% | +210.2% | +160.2% |
| All | +313.4% | +101.4% | +212.0% | +160.2% |
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 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