+753.8%
IWM vs PNR
+718.6%
+35.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +2.3% | +31.7% | -29.4% | -11.0% |
| 3M | -8.3% | +2.6% | -11.0% | -10.3% |
| 6M | -1.3% | -6.4% | +5.1% | -0.5% |
| YTD | +13.5% | -33.4% | +47.0% | +33.6% |
| 1Y | +18.4% | -35.1% | +53.5% | +40.9% |
| 3Y | +69.6% | +17.1% | +52.5% | +50.5% |
| 5Y | +23.3% | -3.5% | +26.8% | +17.9% |
| 10Y | +147.0% | +100.2% | +46.8% | +61.3% |
| All | +753.8% | +718.6% | +35.2% | +183.1% |
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 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