+23.7%
IWM vs PNR
-2.0%
+25.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.8% |
| 7D | +2.8% | -2.3% | +5.1% | +3.9% |
| 30D | +0.6% | +29.3% | -28.6% | -11.9% |
| 3M | -7.8% | +4.1% | -11.9% | -10.1% |
| 6M | -1.0% | -8.6% | +7.7% | +1.6% |
| YTD | +13.9% | -33.6% | +47.5% | +37.8% |
| 1Y | +15.4% | -36.4% | +51.8% | +43.2% |
| 3Y | +70.2% | +15.1% | +55.1% | +47.2% |
| 5Y | +23.7% | -3.8% | +27.4% | +10.8% |
| All | +23.7% | -2.0% | +25.7% | +10.8% |
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 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