-20.3%
PNR vs XHB
+33.0%
-53.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.5% |
| 7D | -6.0% | -4.6% | -1.4% | -2.5% |
| 30D | -14.0% | -9.1% | -4.8% | -7.4% |
| 3M | -21.7% | -8.6% | -13.1% | -16.5% |
| 6M | -37.3% | -4.0% | -33.2% | -35.8% |
| YTD | -45.1% | -3.9% | -41.2% | -44.3% |
| 1Y | -49.1% | -16.5% | -32.7% | -42.4% |
| 3Y | -14.8% | +22.6% | -37.4% | -31.8% |
| All | -20.3% | +33.0% | -53.4% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling