+562.0%
PNR vs IAG
+368.9%
+193.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | -3.0% | +4.3% | -7.3% | -3.3% |
| 30D | -14.9% | +9.8% | -24.7% | -15.6% |
| 3M | -19.0% | +28.9% | -47.9% | -20.9% |
| 6M | -35.9% | -7.6% | -28.3% | -36.0% |
| YTD | -43.1% | +22.0% | -65.1% | -44.6% |
| 1Y | -46.4% | +99.5% | -145.9% | -49.9% |
| 3Y | -10.8% | +818.3% | -829.1% | -27.4% |
| 5Y | -18.9% | +785.9% | -804.8% | -35.7% |
| 10Y | +64.4% | +381.1% | -316.7% | +28.0% |
| All | +562.0% | +368.9% | +193.1% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling