-14.6%
PNR vs IAG
+796.9%
-811.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -5.5% | -4.1% | -1.4% | -5.2% |
| 30D | -15.6% | +10.6% | -26.2% | -16.3% |
| 3M | -20.2% | +35.4% | -55.6% | -22.2% |
| 6M | -36.6% | -9.5% | -27.1% | -36.7% |
| YTD | -45.0% | +21.8% | -66.8% | -46.3% |
| 1Y | -47.4% | +84.1% | -131.6% | -50.5% |
| All | -14.6% | +796.9% | -811.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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