+129.4%
LITE vs PNR
-34.0%
+163.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +10.4% |
| 7D | -12.9% | -0.5% | -12.4% | -12.8% |
| 30D | -46.0% | +34.4% | -80.4% | -47.8% |
| 3M | -33.0% | +2.4% | -35.4% | -32.5% |
| 6M | -34.0% | -7.8% | -26.3% | -30.5% |
| YTD | +61.7% | -31.6% | +93.3% | +83.5% |
| All | +129.4% | -34.0% | +163.3% | +166.4% |
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