+1,358.0%
LITE vs PNR
+15.8%
+1,342.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +10.8% | +0.3% | +10.5% | +10.8% |
| 30D | -33.4% | +31.7% | -65.1% | -44.1% |
| 3M | -32.2% | +2.6% | -34.9% | -33.9% |
| 6M | -42.1% | -6.4% | -35.7% | -41.1% |
| YTD | +61.9% | -33.4% | +95.3% | +111.7% |
| 1Y | +163.0% | -35.1% | +198.1% | +250.4% |
| 3Y | +1,358.0% | +17.1% | +1,340.9% | +965.2% |
| All | +1,358.0% | +15.8% | +1,342.2% | +965.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling