+180.5%
NXT vs PNR
+6.8%
+173.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +2.4% |
| 7D | +2.9% | -3.0% | +5.9% | +4.4% |
| 30D | -17.2% | -14.9% | -2.3% | -10.5% |
| 3M | -32.0% | -19.0% | -13.0% | -26.0% |
| 6M | -15.8% | -35.9% | +20.2% | +4.9% |
| YTD | -1.9% | -43.1% | +41.2% | +29.8% |
| 1Y | +22.5% | -46.4% | +68.9% | +68.0% |
| 3Y | +100.5% | -10.8% | +111.4% | +85.6% |
| All | +180.5% | +6.8% | +173.7% | +131.7% |
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