+106.0%
LYV vs PNR
-14.5%
+120.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -6.0% | +4.1% | +0.5% |
| 30D | -8.2% | -14.0% | +5.8% | -2.7% |
| 3M | -1.3% | -21.7% | +20.4% | +7.6% |
| 6M | +2.6% | -37.3% | +39.9% | +22.7% |
| YTD | +19.4% | -45.1% | +64.5% | +50.7% |
| 1Y | -2.2% | -49.1% | +46.9% | +27.5% |
| 3Y | +106.0% | -14.8% | +120.9% | +105.8% |
| All | +106.0% | -14.5% | +120.5% | +105.8% |
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 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