+179.3%
EXE vs PNR
+14.1%
+165.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | +6.4% | -14.9% | +21.3% | +9.9% |
| 3M | +9.2% | -19.0% | +28.3% | +13.4% |
| 6M | -7.0% | -35.9% | +28.9% | +1.6% |
| YTD | -9.5% | -43.1% | +33.7% | +1.4% |
| 1Y | +6.2% | -46.4% | +52.6% | +20.8% |
| 3Y | +20.7% | -10.8% | +31.6% | +16.1% |
| 5Y | +103.6% | -18.9% | +122.5% | +90.7% |
| All | +179.3% | +14.1% | +165.2% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling