+27.4%
IVZ vs PNR
-2.8%
+30.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.5% |
| 7D | -2.4% | +2.8% | -5.3% | -4.2% |
| 30D | -11.2% | +31.2% | -42.4% | -26.4% |
| 3M | -14.0% | -2.1% | -11.9% | -13.5% |
| 6M | +0.5% | -14.0% | +14.4% | +8.0% |
| YTD | +5.4% | -33.6% | +39.0% | +36.4% |
| 1Y | +19.5% | -35.2% | +54.6% | +57.3% |
| 3Y | +128.7% | +15.8% | +112.9% | +88.0% |
| All | +27.4% | -2.8% | +30.2% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling