-20.3%
PNR vs EXEL
+180.6%
-200.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -6.0% | -4.9% | -1.1% | -5.3% |
| 30D | -14.0% | +11.4% | -25.4% | -15.4% |
| 3M | -21.7% | +4.9% | -26.6% | -22.4% |
| 6M | -37.3% | +34.4% | -71.7% | -40.4% |
| YTD | -45.1% | +28.0% | -73.2% | -47.5% |
| 1Y | -49.1% | +43.6% | -92.8% | -52.4% |
| 3Y | -14.8% | +155.2% | -170.0% | -30.0% |
| All | -20.3% | +180.6% | -200.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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