+808.3%
IWM vs PNR
+618.2%
+190.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +1.2% |
| 30D | -1.3% | -12.8% | +11.5% | +5.2% |
| 3M | +1.6% | -17.0% | +18.6% | +9.4% |
| 6M | +13.6% | -37.4% | +51.0% | +39.5% |
| YTD | +20.8% | -41.6% | +62.4% | +52.5% |
| 1Y | +26.4% | -44.6% | +71.0% | +63.8% |
| 3Y | +60.7% | -12.1% | +72.8% | +64.7% |
| 5Y | +38.2% | -17.4% | +55.6% | +43.2% |
| 10Y | +169.5% | +64.0% | +105.5% | +94.4% |
| All | +808.3% | +618.2% | +190.1% | +223.2% |
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