-44.6%
PNR vs IRM
+34.4%
-79.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -12.8% | -8.1% | -4.7% | -11.6% |
| 3M | -17.0% | -9.7% | -7.3% | -15.7% |
| 6M | -37.4% | +10.0% | -47.4% | -39.8% |
| YTD | -41.6% | +43.0% | -84.6% | -46.7% |
| 1Y | -44.6% | +32.7% | -77.3% | -48.5% |
| All | -44.6% | +34.4% | -79.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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