+1,104.4%
IVZ vs PNR
+1,300.7%
-196.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +0.6% | -2.4% | +3.0% | +2.1% |
| 30D | +4.0% | -12.8% | +16.8% | +12.9% |
| 3M | +18.2% | -17.0% | +35.2% | +29.5% |
| 6M | +32.8% | -37.4% | +70.2% | +72.5% |
| YTD | +28.7% | -41.6% | +70.4% | +73.9% |
| 1Y | +55.4% | -44.6% | +100.0% | +116.7% |
| 3Y | +135.2% | -12.1% | +147.3% | +145.7% |
| 5Y | +64.2% | -17.4% | +81.6% | +76.5% |
| 10Y | +64.6% | +64.0% | +0.6% | +16.6% |
| All | +1,104.4% | +1,300.7% | -196.3% | +250.3% |
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 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