-35.0%
PNR vs LII
-28.7%
-6.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | +33.4% | -2.4% | +35.7% | +33.8% |
| 3M | +4.9% | -17.5% | +22.3% | +11.2% |
| 6M | -8.5% | -32.8% | +24.3% | +2.1% |
| YTD | -32.1% | -27.7% | -4.5% | -27.1% |
| 1Y | -35.0% | -28.1% | -6.9% | -30.1% |
| All | -35.0% | -28.7% | -6.3% | -30.1% |
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