-44.6%
PNR vs LII
-28.2%
-16.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | -12.8% | -12.6% | -0.2% | -9.2% |
| 3M | -17.0% | -24.4% | +7.4% | -10.8% |
| 6M | -37.4% | -28.7% | -8.7% | -32.2% |
| YTD | -41.6% | -19.1% | -22.5% | -38.7% |
| 1Y | -44.6% | -29.7% | -14.9% | -40.5% |
| All | -44.6% | -28.2% | -16.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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