+0.8%
PNR vs LII
+23.0%
-22.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +1.9% |
| 7D | -0.5% | -1.2% | +0.7% | +0.2% |
| 30D | +34.4% | -2.0% | +36.4% | +35.1% |
| 3M | +2.4% | -20.2% | +22.6% | +15.0% |
| 6M | -7.8% | -32.5% | +24.8% | +10.8% |
| YTD | -31.6% | -27.4% | -4.2% | -22.5% |
| 1Y | -33.6% | -28.2% | -5.5% | -24.5% |
| 3Y | +19.9% | -7.2% | +27.2% | +6.0% |
| 5Y | +0.8% | +19.9% | -19.1% | -27.1% |
| All | +0.8% | +23.0% | -22.2% | -27.1% |
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 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