+186.2%
PNR vs INDA
+109.8%
+76.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -3.9% | -2.6% | -1.3% | -2.5% |
| 30D | -13.8% | -2.9% | -10.9% | -12.4% |
| 3M | -22.5% | +2.4% | -24.9% | -23.5% |
| 6M | -37.2% | -2.6% | -34.5% | -36.2% |
| YTD | -44.2% | -10.0% | -34.3% | -41.0% |
| 1Y | -46.6% | -7.7% | -39.0% | -44.4% |
| 3Y | -12.5% | +8.9% | -21.4% | -16.9% |
| 5Y | -19.3% | +6.0% | -25.3% | -22.3% |
| 10Y | +67.5% | +84.4% | -16.9% | +17.4% |
| All | +186.2% | +109.8% | +76.4% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling