-14.6%
PNR vs IRM
+98.2%
-112.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | -5.5% | -1.8% | -3.7% | -4.8% |
| 30D | -15.6% | -7.8% | -7.8% | -13.3% |
| 3M | -20.2% | -7.9% | -12.3% | -18.4% |
| 6M | -36.6% | +6.3% | -42.9% | -39.3% |
| YTD | -45.0% | +38.2% | -83.1% | -53.0% |
| 1Y | -47.4% | +19.8% | -67.3% | -52.6% |
| All | -14.6% | +98.2% | -112.8% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling