+62.8%
PNR vs XME
+421.4%
-358.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -6.0% | -4.2% | -1.8% | -4.2% |
| 30D | -14.0% | -2.7% | -11.3% | -13.1% |
| 3M | -21.7% | -3.9% | -17.8% | -20.9% |
| 6M | -37.3% | -1.0% | -36.3% | -38.1% |
| YTD | -45.1% | +9.8% | -54.9% | -49.3% |
| 1Y | -49.1% | +32.5% | -81.7% | -57.7% |
| 3Y | -14.8% | +124.3% | -139.2% | -46.8% |
| 5Y | -21.0% | +165.8% | -186.8% | -56.6% |
| All | +62.8% | +421.4% | -358.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling