-20.8%
PNR vs IBN
+52.7%
-73.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -5.5% | -5.5% | 0.0% | -3.3% |
| 30D | -15.6% | -3.4% | -12.2% | -14.4% |
| 3M | -20.2% | +8.7% | -28.9% | -23.1% |
| 6M | -36.6% | +3.7% | -40.3% | -37.8% |
| YTD | -45.0% | -2.4% | -42.6% | -44.8% |
| 1Y | -47.4% | -8.1% | -39.4% | -46.1% |
| 3Y | -13.7% | +26.3% | -40.0% | -25.2% |
| 5Y | -20.8% | +54.9% | -75.7% | -39.6% |
| All | -20.8% | +52.7% | -73.5% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling