+673.2%
PNR vs LII
+2,806.7%
-2,133.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -3.7% | -2.3% | -1.5% | -2.8% |
| 30D | +33.1% | -1.7% | +34.8% | +33.6% |
| 3M | +3.7% | -18.3% | +22.0% | +12.0% |
| 6M | -7.7% | -32.3% | +24.6% | +6.0% |
| YTD | -32.4% | -27.1% | -5.3% | -25.2% |
| 1Y | -35.0% | -27.2% | -7.8% | -28.1% |
| 3Y | +17.1% | -8.9% | +26.0% | +16.3% |
| 5Y | +0.1% | +19.7% | -19.5% | -10.9% |
| 10Y | +103.2% | +168.9% | -65.7% | +33.7% |
| All | +673.2% | +2,806.7% | -2,133.6% | +136.5% |
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