+1,063.9%
PNR vs IRM
+9,897.4%
-8,833.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | -3.0% | +1.6% | -4.7% | -3.6% |
| 30D | -14.9% | -4.2% | -10.7% | -13.9% |
| 3M | -19.0% | -5.4% | -13.7% | -18.0% |
| 6M | -35.9% | +12.0% | -48.0% | -38.9% |
| YTD | -43.1% | +42.0% | -85.2% | -50.0% |
| 1Y | -46.4% | +29.9% | -76.3% | -51.7% |
| 3Y | -10.8% | +104.4% | -115.2% | -31.5% |
| 5Y | -18.9% | +191.0% | -209.9% | -44.7% |
| 10Y | +64.4% | +417.1% | -352.7% | -9.0% |
| All | +1,063.9% | +9,897.4% | -8,833.6% | +336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling