+78.8%
IVV vs PNR
-11.7%
+90.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | +0.5% | -3.0% | +3.5% | +1.4% |
| 30D | -1.0% | -14.9% | +13.9% | +3.6% |
| 3M | +3.9% | -19.0% | +22.9% | +9.3% |
| 6M | +14.5% | -35.9% | +50.4% | +29.8% |
| YTD | +12.9% | -43.1% | +56.1% | +32.8% |
| 1Y | +19.4% | -46.4% | +65.8% | +43.3% |
| 3Y | +78.8% | -10.8% | +89.6% | +81.8% |
| All | +78.8% | -11.7% | +90.5% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling