+146.1%
LITE vs PNR
-36.2%
+182.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.5% |
| 7D | +22.6% | -2.3% | +24.9% | +22.7% |
| 30D | -36.8% | +29.3% | -66.0% | -38.7% |
| 3M | -33.0% | +4.1% | -37.1% | -33.0% |
| 6M | -37.1% | -8.6% | -28.4% | -34.0% |
| YTD | +69.5% | -33.6% | +103.1% | +92.9% |
| 1Y | +146.1% | -36.4% | +182.5% | +183.8% |
| All | +146.1% | -36.2% | +182.3% | +183.8% |
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