+886.2%
IVZ vs PNR
+1,492.4%
-606.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| 3M | -14.0% | -2.1% | -11.9% | -14.1% |
| 6M | +0.5% | -14.0% | +14.4% | +6.2% |
| YTD | +5.4% | -33.6% | +39.0% | +29.9% |
| 1Y | +19.5% | -35.2% | +54.6% | +49.3% |
| 3Y | +128.7% | +15.8% | +112.9% | +99.3% |
| 5Y | +28.8% | -1.8% | +30.6% | +23.3% |
| 10Y | +52.3% | +117.0% | -64.7% | -9.6% |
| All | +886.2% | +1,492.4% | -606.2% | +161.8% |
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 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