-14.6%
PNR vs IBN
+25.1%
-39.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -5.5% | -5.5% | 0.0% | -3.8% |
| 30D | -15.6% | -3.4% | -12.2% | -14.7% |
| 3M | -20.2% | +8.7% | -28.9% | -22.5% |
| 6M | -36.6% | +3.7% | -40.3% | -37.7% |
| YTD | -45.0% | -2.4% | -42.6% | -45.1% |
| 1Y | -47.4% | -8.1% | -39.4% | -46.8% |
| All | -14.6% | +25.1% | -39.7% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling