+952.9%
IVZ vs PNR
+1,541.0%
-588.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.9% |
| 7D | +4.1% | -0.5% | +4.6% | +4.6% |
| 30D | -2.0% | +34.4% | -36.5% | -19.3% |
| 3M | -7.8% | +2.4% | -10.2% | -10.4% |
| 6M | +6.3% | -7.8% | +14.1% | +7.8% |
| YTD | +12.6% | -31.6% | +44.1% | +36.3% |
| 1Y | +27.6% | -33.6% | +61.3% | +57.3% |
| 3Y | +154.0% | +19.9% | +134.1% | +116.9% |
| 5Y | +37.3% | +0.8% | +36.5% | +29.4% |
| 10Y | +50.5% | +113.4% | -62.9% | -9.9% |
| All | +952.9% | +1,541.0% | -588.2% | +174.5% |
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