+698.2%
PNR vs IBN
+1,491.4%
-793.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.1% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | -14.9% | -2.3% | -12.6% | -14.5% |
| 3M | -19.0% | +15.9% | -34.9% | -21.9% |
| 6M | -35.9% | +5.6% | -41.5% | -36.8% |
| YTD | -43.1% | -0.1% | -43.1% | -43.2% |
| 1Y | -46.4% | -6.5% | -39.9% | -45.7% |
| 3Y | -10.8% | +29.3% | -40.1% | -16.8% |
| 5Y | -18.9% | +56.6% | -75.4% | -27.7% |
| 10Y | +64.4% | +314.4% | -249.9% | +12.7% |
| All | +698.2% | +1,491.4% | -793.2% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling