+12.5%
IVV vs PNR
-35.4%
+47.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -0.9% | -3.7% | +2.8% | -0.5% |
| 30D | -2.3% | +33.1% | -35.5% | -5.7% |
| 3M | -1.2% | +3.7% | -4.8% | -1.2% |
| 6M | +3.3% | -7.7% | +11.0% | +4.6% |
| YTD | +12.3% | -32.4% | +44.8% | +19.6% |
| 1Y | +12.5% | -35.0% | +47.5% | +21.0% |
| All | +12.5% | -35.4% | +47.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling