+228.5%
PNR vs XHB
+163.2%
+65.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.9% |
| 7D | -3.9% | -1.9% | -2.0% | -2.7% |
| 30D | -13.8% | -8.3% | -5.5% | -8.9% |
| 3M | -22.5% | -7.1% | -15.4% | -19.1% |
| 6M | -37.2% | -5.3% | -31.9% | -35.3% |
| YTD | -44.2% | -3.2% | -41.0% | -43.5% |
| 1Y | -46.6% | -13.9% | -32.8% | -41.9% |
| 3Y | -12.5% | +24.9% | -37.4% | -25.2% |
| 5Y | -19.3% | +34.5% | -53.9% | -34.0% |
| 10Y | +67.5% | +215.5% | -148.0% | -17.9% |
| All | +228.5% | +163.2% | +65.2% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling