+98.5%
PNR vs IBB
+126.8%
-28.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +31.7% | +4.6% | +27.2% | +28.3% |
| 3M | +2.6% | +6.8% | -4.2% | -1.8% |
| 6M | -6.4% | +23.1% | -29.5% | -18.0% |
| YTD | -33.4% | +26.0% | -59.5% | -42.8% |
| 1Y | -35.1% | +30.4% | -65.4% | -45.3% |
| 3Y | +17.1% | +85.4% | -68.3% | -20.9% |
| 5Y | -3.5% | +39.7% | -43.3% | -24.1% |
| All | +98.5% | +126.8% | -28.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling