-18.9%
PNR vs LII
+25.8%
-44.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -1.9% |
| 7D | -3.0% | +2.1% | -5.1% | -4.1% |
| 30D | -14.9% | -12.4% | -2.5% | -8.6% |
| 3M | -19.0% | -24.8% | +5.8% | -7.5% |
| 6M | -35.9% | -25.2% | -10.8% | -27.3% |
| YTD | -43.1% | -20.3% | -22.9% | -38.4% |
| 1Y | -46.4% | -32.9% | -13.4% | -35.9% |
| 3Y | -10.8% | +2.0% | -12.9% | -24.6% |
| 5Y | -18.9% | +24.4% | -43.3% | -41.0% |
| All | -18.9% | +25.8% | -44.7% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling