+22.8%
NXT vs PNR
-47.6%
+70.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.9% | -6.0% | +4.1% | -0.5% |
| 30D | -20.0% | -14.0% | -6.1% | -17.3% |
| 3M | -30.7% | -21.7% | -9.0% | -27.7% |
| 6M | -29.0% | -37.3% | +8.3% | -18.0% |
| YTD | -4.8% | -45.1% | +40.3% | +12.7% |
| 1Y | +22.8% | -49.1% | +71.9% | +47.3% |
| All | +22.8% | -47.6% | +70.4% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling