+105.4%
EXE vs PNR
-21.1%
+126.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.5% |
| 7D | -2.2% | -5.5% | +3.3% | -1.1% |
| 30D | -0.8% | -15.6% | +14.8% | +2.5% |
| 3M | +10.0% | -20.2% | +30.2% | +14.4% |
| 6M | -6.3% | -36.6% | +30.3% | +2.1% |
| YTD | -10.7% | -45.0% | +34.3% | +0.3% |
| 1Y | +2.7% | -47.4% | +50.1% | +16.6% |
| 3Y | +19.1% | -13.7% | +32.8% | +15.2% |
| 5Y | +105.4% | -20.8% | +126.2% | +85.1% |
| All | +105.4% | -21.1% | +126.5% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling