+62.8%
PNR vs IBN
+324.2%
-261.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.9% |
| 7D | -6.0% | -3.0% | -3.0% | -5.1% |
| 30D | -14.0% | -1.5% | -12.5% | -13.6% |
| 3M | -21.7% | +7.9% | -29.6% | -23.7% |
| 6M | -37.3% | +8.6% | -45.9% | -39.0% |
| YTD | -45.1% | -0.6% | -44.6% | -45.2% |
| 1Y | -49.1% | -7.3% | -41.8% | -48.2% |
| 3Y | -14.8% | +26.2% | -41.0% | -22.4% |
| 5Y | -21.0% | +57.8% | -78.8% | -33.4% |
| All | +62.8% | +324.2% | -261.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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