+212.0%
NXT vs PNR
+25.1%
+186.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -9.4% | +0.3% | -9.7% | -9.5% |
| 30D | +15.1% | +31.7% | -16.6% | +0.8% |
| 3M | -9.1% | +2.6% | -11.7% | -10.1% |
| 6M | -30.3% | -6.4% | -23.9% | -29.3% |
| YTD | +9.1% | -33.4% | +42.5% | +34.0% |
| 1Y | +7.9% | -35.1% | +42.9% | +34.4% |
| 3Y | +176.5% | +17.1% | +159.4% | +117.9% |
| All | +212.0% | +25.1% | +186.9% | +139.1% |
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