+758.4%
IVV vs PNR
+709.0%
+49.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -3.3% | +34.4% | -37.8% | -14.0% |
| 3M | -2.4% | +2.4% | -4.8% | -4.0% |
| 6M | +2.6% | -7.8% | +10.4% | +3.9% |
| YTD | +11.3% | -31.6% | +42.9% | +25.2% |
| 1Y | +13.4% | -33.6% | +47.1% | +29.0% |
| 3Y | +80.3% | +19.9% | +60.4% | +60.5% |
| 5Y | +72.7% | +0.8% | +71.9% | +61.1% |
| 10Y | +309.6% | +113.4% | +196.2% | +175.5% |
| All | +758.4% | +709.0% | +49.4% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling