-18.9%
PNR vs IBB
+20.0%
-38.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -1.3% |
| 7D | -3.0% | -1.7% | -1.4% | -2.0% |
| 30D | -14.9% | +4.9% | -19.8% | -17.6% |
| 3M | -19.0% | +24.2% | -43.3% | -29.8% |
| 6M | -35.9% | +23.8% | -59.8% | -44.5% |
| YTD | -43.1% | +23.0% | -66.1% | -50.7% |
| 1Y | -46.4% | +46.2% | -92.6% | -58.7% |
| 3Y | -10.8% | +64.8% | -75.7% | -37.7% |
| 5Y | -18.9% | +20.9% | -39.8% | -36.6% |
| All | -18.9% | +20.0% | -38.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling