+169.7%
EXE vs PNR
+10.1%
+159.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -3.1% | -6.0% | +2.9% | -1.9% |
| 30D | -0.9% | -14.0% | +13.1% | +2.2% |
| 3M | +9.6% | -21.7% | +31.2% | +14.6% |
| 6M | -11.6% | -37.3% | +25.7% | -3.1% |
| YTD | -12.6% | -45.1% | +32.6% | -1.3% |
| 1Y | +1.2% | -49.1% | +50.3% | +16.5% |
| 3Y | +18.0% | -14.8% | +32.9% | +14.8% |
| 5Y | +101.1% | -21.0% | +122.1% | +89.2% |
| All | +169.7% | +10.1% | +159.6% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling