+98.5%
PNR vs LII
+169.1%
-70.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | +0.3% | +2.9% | -2.7% | -1.3% |
| 30D | +31.7% | +0.9% | +30.8% | +30.3% |
| 3M | +2.6% | -15.5% | +18.2% | +12.0% |
| 6M | -6.4% | -30.2% | +23.8% | +10.9% |
| YTD | -33.4% | -26.8% | -6.6% | -24.4% |
| 1Y | -35.1% | -25.3% | -9.8% | -27.3% |
| 3Y | +17.1% | -7.8% | +24.8% | +9.1% |
| 5Y | -3.5% | +17.0% | -20.5% | -24.4% |
| All | +98.5% | +169.1% | -70.6% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling