-14.8%
PNR vs INDA
+7.9%
-22.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.9% |
| 7D | -6.0% | -2.7% | -3.3% | -4.4% |
| 30D | -14.0% | -2.8% | -11.2% | -12.4% |
| 3M | -21.7% | +1.6% | -23.3% | -22.5% |
| 6M | -37.3% | -1.4% | -35.9% | -36.8% |
| YTD | -45.1% | -10.1% | -35.0% | -41.7% |
| 1Y | -49.1% | -8.8% | -40.4% | -46.6% |
| 3Y | -14.8% | +7.6% | -22.5% | -26.3% |
| All | -14.8% | +7.9% | -22.7% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling