+51.7%
IVZ vs PNR
-46.4%
+98.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | +1.1% | -3.0% | +4.1% | +1.9% |
| 30D | +3.1% | -14.9% | +18.0% | +7.2% |
| 3M | +18.2% | -19.0% | +37.2% | +22.5% |
| 6M | +38.6% | -35.9% | +74.5% | +58.8% |
| YTD | +25.9% | -43.1% | +69.1% | +53.0% |
| 1Y | +51.7% | -46.4% | +98.1% | +91.8% |
| All | +51.7% | -46.4% | +98.0% | +91.8% |
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 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