+521.0%
LITE vs PNR
-43.1%
+564.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -2.4% | +0.8% | -1.0% |
| 30D | +6.7% | -12.8% | +19.4% | +10.0% |
| 3M | -6.8% | -17.0% | +10.2% | -1.5% |
| 6M | +29.4% | -37.4% | +66.9% | +55.3% |
| YTD | +139.1% | -41.6% | +180.7% | +187.1% |
| 1Y | +521.0% | -44.6% | +565.6% | +684.7% |
| All | +521.0% | -43.1% | +564.1% | +684.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling