-20.3%
PNR vs IFF
-35.8%
+15.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.4% |
| 6M | -37.3% | +23.0% | -60.3% | -43.0% |
| YTD | -45.1% | +25.5% | -70.6% | -50.7% |
| 1Y | -49.1% | +29.1% | -78.2% | -55.0% |
| 3Y | -14.8% | +31.7% | -46.5% | -26.0% |
| All | -20.3% | -35.8% | +15.5% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling