-20.3%
PNR vs IAG
+820.9%
-841.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -6.0% | -1.1% | -5.0% | -6.0% |
| 30D | -14.0% | +12.1% | -26.1% | -14.8% |
| 3M | -21.7% | +25.5% | -47.2% | -23.3% |
| 6M | -37.3% | -7.1% | -30.2% | -37.4% |
| YTD | -45.1% | +22.9% | -68.0% | -46.6% |
| 1Y | -49.1% | +83.3% | -132.5% | -52.1% |
| 3Y | -14.8% | +808.5% | -823.4% | -31.3% |
| All | -20.3% | +820.9% | -841.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling