+650.8%
PNR vs EXEL
+264.7%
+386.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.3% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | -14.9% | +6.7% | -21.6% | -15.7% |
| 3M | -19.0% | +11.5% | -30.5% | -20.3% |
| 6M | -35.9% | +38.8% | -74.7% | -38.8% |
| YTD | -43.1% | +31.6% | -74.7% | -45.4% |
| 1Y | -46.4% | +53.0% | -99.4% | -49.7% |
| 3Y | -10.8% | +160.8% | -171.7% | -23.2% |
| 5Y | -18.9% | +190.1% | -208.9% | -31.8% |
| 10Y | +64.4% | +367.0% | -302.5% | +21.8% |
| All | +650.8% | +264.7% | +386.1% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling