+62.8%
PNR vs IRM
+440.8%
-378.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | -6.0% | -1.4% | -4.6% | -5.4% |
| 30D | -14.0% | -7.4% | -6.6% | -11.3% |
| 3M | -21.7% | -7.4% | -14.3% | -19.7% |
| 6M | -37.3% | +8.7% | -45.9% | -40.5% |
| YTD | -45.1% | +40.9% | -86.1% | -54.0% |
| 1Y | -49.1% | +20.5% | -69.6% | -54.5% |
| 3Y | -14.8% | +101.7% | -116.5% | -41.7% |
| 5Y | -21.0% | +197.7% | -218.7% | -55.3% |
| All | +62.8% | +440.8% | -378.0% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling