+776.1%
IVV vs PNR
+590.5%
+185.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | +0.1% | -12.8% | +12.8% | +5.2% |
| 3M | +2.0% | -17.0% | +19.0% | +8.2% |
| 6M | +13.0% | -37.4% | +50.5% | +32.9% |
| YTD | +13.6% | -41.6% | +55.2% | +36.5% |
| 1Y | +20.1% | -44.6% | +64.7% | +47.1% |
| 3Y | +77.6% | -12.1% | +89.7% | +78.7% |
| 5Y | +82.5% | -17.4% | +99.9% | +84.4% |
| 10Y | +316.5% | +64.0% | +252.5% | +210.5% |
| All | +776.1% | +590.5% | +185.7% | +259.6% |
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