+55.4%
IVZ vs PNR
-43.1%
+98.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.2% |
| 30D | +4.0% | -12.8% | +16.8% | +7.4% |
| 3M | +18.2% | -17.0% | +35.2% | +21.8% |
| 6M | +32.8% | -37.4% | +70.2% | +55.5% |
| YTD | +28.7% | -41.6% | +70.4% | +55.4% |
| 1Y | +55.4% | -44.6% | +100.0% | +94.4% |
| All | +55.4% | -43.1% | +98.4% | +94.4% |
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