-44.6%
PNR vs INDA
-5.0%
-39.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | -12.8% | -0.8% | -12.0% | -12.3% |
| 3M | -17.0% | +3.9% | -20.9% | -18.9% |
| 6M | -37.4% | -0.7% | -36.7% | -38.5% |
| YTD | -41.6% | -7.7% | -33.9% | -42.3% |
| 1Y | -44.6% | -5.1% | -39.5% | -45.0% |
| All | -44.6% | -5.0% | -39.6% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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