+568.2%
PNR vs LII
+3,124.4%
-2,556.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.1% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | -12.8% | -12.6% | -0.2% | -7.9% |
| 3M | -17.0% | -24.4% | +7.4% | -8.3% |
| 6M | -37.4% | -28.7% | -8.7% | -29.6% |
| YTD | -41.6% | -19.1% | -22.5% | -37.8% |
| 1Y | -44.6% | -29.7% | -14.9% | -37.9% |
| 3Y | -12.1% | +4.8% | -16.9% | -17.2% |
| 5Y | -17.4% | +24.6% | -41.9% | -27.6% |
| 10Y | +64.0% | +169.2% | -105.2% | +7.6% |
| All | +568.2% | +3,124.4% | -2,556.2% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling