+1,064.3%
PNR vs IBB
+577.3%
+487.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.6% |
| 30D | +33.4% | +5.2% | +28.2% | +29.6% |
| 3M | +4.9% | +8.6% | -3.7% | -0.2% |
| 6M | -8.5% | +27.8% | -36.3% | -20.6% |
| YTD | -32.1% | +28.8% | -60.9% | -41.6% |
| 1Y | -35.0% | +36.4% | -71.4% | -45.8% |
| 3Y | +17.6% | +89.3% | -71.7% | -18.3% |
| 5Y | +0.9% | +43.3% | -42.4% | -19.2% |
| 10Y | +101.4% | +130.6% | -29.3% | +21.4% |
| All | +1,064.3% | +577.3% | +487.0% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling