+3,068.2%
LITE vs PNR
+100.4%
+2,967.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -58.6% |
| 3M | -35.7% | -2.1% | -33.7% | -36.2% |
| 6M | -43.0% | -14.0% | -29.0% | -40.2% |
| YTD | +46.1% | -33.6% | +79.7% | +75.3% |
| 1Y | +124.7% | -35.2% | +159.9% | +173.1% |
| 3Y | +1,172.1% | +15.8% | +1,156.2% | +1,054.0% |
| 5Y | +477.0% | -1.8% | +478.9% | +454.8% |
| 10Y | +1,465.7% | +117.0% | +1,348.7% | +916.3% |
| All | +3,068.2% | +100.4% | +2,967.8% | +1,608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling