+25.4%
IVZ vs PNR
-35.8%
+61.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +7.6% | +0.3% | +7.3% | +7.6% |
| 30D | +4.3% | +31.7% | -27.4% | -0.9% |
| 3M | -9.3% | +2.6% | -12.0% | -9.2% |
| 6M | +5.2% | -6.4% | +11.6% | +6.2% |
| YTD | +13.4% | -33.4% | +46.9% | +31.7% |
| 1Y | +25.4% | -35.1% | +60.4% | +46.7% |
| All | +25.4% | -35.8% | +61.2% | +46.7% |
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