+490.8%
LITE vs PNR
-2.8%
+493.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.0% | +6.9% |
| 7D | -35.9% | +2.8% | -38.7% | -37.4% |
| 30D | -51.5% | +31.2% | -82.7% | -59.1% |
| 3M | -35.7% | -2.1% | -33.7% | -36.0% |
| 6M | -43.0% | -14.0% | -29.0% | -39.4% |
| YTD | +46.1% | -33.6% | +79.7% | +82.4% |
| 1Y | +124.7% | -35.2% | +159.9% | +185.1% |
| 3Y | +1,172.1% | +15.8% | +1,156.2% | +1,040.7% |
| All | +490.8% | -2.8% | +493.6% | +440.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling