-44.6%
PNR vs IFF
+34.4%
-79.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -1.8% | -0.5% | -1.8% |
| 30D | -12.8% | -2.0% | -10.8% | -12.3% |
| 3M | -17.0% | +18.5% | -35.5% | -21.5% |
| 6M | -37.4% | +11.7% | -49.1% | -40.0% |
| YTD | -41.6% | +29.6% | -71.2% | -47.4% |
| 1Y | -44.6% | +35.0% | -79.6% | -50.6% |
| All | -44.6% | +34.4% | -79.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling