+92.7%
NXT vs PNR
-13.0%
+105.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.8% |
| 7D | -0.2% | -3.9% | +3.7% | +1.6% |
| 30D | -20.0% | -13.8% | -6.2% | -14.4% |
| 3M | -30.9% | -22.5% | -8.4% | -23.6% |
| 6M | -23.8% | -37.2% | +13.3% | -5.6% |
| YTD | -5.4% | -44.2% | +38.8% | +24.1% |
| 1Y | +28.0% | -46.6% | +74.7% | +72.2% |
| All | +92.7% | -13.0% | +105.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling