-31.8%
PNR vs XHB
+5.8%
-37.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.4% | -2.1% | -0.2% |
| 7D | +11.9% | +9.7% | +2.2% | +5.5% |
| 30D | +37.1% | +11.7% | +25.5% | +27.9% |
| 3M | +5.7% | -1.4% | +7.1% | +6.2% |
| 6M | -5.7% | +6.8% | -12.5% | -10.2% |
| YTD | -29.8% | +5.5% | -35.3% | -33.4% |
| 1Y | -31.8% | +5.1% | -36.9% | -35.3% |
| All | -31.8% | +5.8% | -37.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling