-31.8%
PNR vs LII
-26.0%
-5.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +2.1% |
| 7D | +11.9% | +7.9% | +4.0% | +9.3% |
| 30D | +37.1% | -0.6% | +37.7% | +36.8% |
| 3M | +5.7% | -19.3% | +25.0% | +12.7% |
| 6M | -5.7% | -29.8% | +24.2% | +3.6% |
| YTD | -29.8% | -25.4% | -4.4% | -25.3% |
| 1Y | -31.8% | -26.2% | -5.6% | -27.3% |
| All | -31.8% | -26.0% | -5.8% | -27.3% |
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