-14.8%
PNR vs IFF
+29.0%
-43.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -6.0% | -3.2% | -2.9% | -4.8% |
| 30D | -14.0% | -0.3% | -13.7% | -13.9% |
| 3M | -21.7% | +8.4% | -30.1% | -24.5% |
| 6M | -37.3% | +23.0% | -60.3% | -43.2% |
| YTD | -45.1% | +25.5% | -70.6% | -51.0% |
| 1Y | -49.1% | +29.1% | -78.2% | -55.3% |
| 3Y | -14.8% | +31.7% | -46.5% | -24.4% |
| All | -14.8% | +29.0% | -43.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling