+232.4%
PNR vs IOVA
-91.7%
+324.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | -3.0% | +5.1% | -8.1% | -3.1% |
| 30D | -14.9% | +37.2% | -52.1% | -15.5% |
| 3M | -19.0% | +117.5% | -136.5% | -20.6% |
| 6M | -35.9% | +69.6% | -105.5% | -36.9% |
| YTD | -43.1% | +218.7% | -261.8% | -44.9% |
| 1Y | -46.4% | +265.5% | -311.9% | -48.3% |
| 3Y | -10.8% | +46.2% | -57.1% | -13.8% |
| 5Y | -18.9% | -63.2% | +44.4% | -20.7% |
| 10Y | +64.4% | +6.1% | +58.3% | +57.6% |
| All | +232.4% | -91.7% | +324.1% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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