+38.2%
IWM vs PNR
-20.5%
+58.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.4% |
| 7D | -1.1% | -3.9% | +2.7% | +0.8% |
| 30D | -3.1% | -13.8% | +10.7% | +4.2% |
| 3M | +2.2% | -22.5% | +24.8% | +14.5% |
| 6M | +15.1% | -37.2% | +52.2% | +43.6% |
| YTD | +18.6% | -44.2% | +62.8% | +57.0% |
| 1Y | +24.0% | -46.6% | +70.6% | +68.4% |
| 3Y | +63.7% | -12.5% | +76.2% | +64.4% |
| 5Y | +38.2% | -19.3% | +57.5% | +35.1% |
| All | +38.2% | -20.5% | +58.7% | +35.1% |
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