-44.1%
PNR vs IRE
-84.4%
+40.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | +0.2% |
| 7D | -2.4% | +54.8% | -57.1% | -2.8% |
| 30D | -12.8% | +18.4% | -31.2% | -13.0% |
| 3M | -17.0% | -66.7% | +49.7% | -15.8% |
| 6M | -37.4% | -52.3% | +14.9% | -37.8% |
| YTD | -41.6% | -52.3% | +10.7% | -42.5% |
| All | -44.1% | -84.4% | +40.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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