+1,533.3%
LITE vs PNR
+119.7%
+1,413.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.0% |
| 7D | -12.9% | -0.5% | -12.4% | -12.5% |
| 30D | -46.0% | +34.4% | -80.4% | -55.0% |
| 3M | -33.0% | +2.4% | -35.4% | -35.1% |
| 6M | -34.0% | -7.8% | -26.3% | -33.3% |
| YTD | +61.7% | -31.6% | +93.3% | +94.1% |
| 1Y | +148.3% | -33.6% | +181.9% | +203.6% |
| 3Y | +1,408.5% | +19.9% | +1,388.6% | +1,219.7% |
| 5Y | +546.2% | +0.8% | +545.4% | +508.5% |
| 10Y | +1,533.3% | +113.4% | +1,419.9% | +924.2% |
| All | +1,533.3% | +119.7% | +1,413.7% | +924.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling