+67.5%
PNR vs LII
+163.1%
-95.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -0.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.2% |
| 30D | -13.8% | -11.2% | -2.6% | -7.9% |
| 3M | -22.5% | -28.8% | +6.3% | -8.4% |
| 6M | -37.2% | -26.9% | -10.2% | -27.5% |
| YTD | -44.2% | -22.2% | -22.0% | -38.4% |
| 1Y | -46.6% | -32.0% | -14.7% | -36.7% |
| 3Y | -12.5% | -0.4% | -12.1% | -21.5% |
| 5Y | -19.3% | +22.4% | -41.8% | -38.0% |
| 10Y | +67.5% | +171.4% | -104.0% | -14.3% |
| All | +67.5% | +163.1% | -95.6% | -14.3% |
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 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