+281.8%
PNR vs XME
+246.2%
+35.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.2% |
| 7D | -3.0% | +3.6% | -6.6% | -4.7% |
| 30D | -14.9% | +3.6% | -18.5% | -16.6% |
| 3M | -19.0% | +1.2% | -20.3% | -20.3% |
| 6M | -35.9% | +9.0% | -45.0% | -39.6% |
| YTD | -43.1% | +15.9% | -59.1% | -48.5% |
| 1Y | -46.4% | +43.2% | -89.6% | -56.6% |
| 3Y | -10.8% | +137.4% | -148.2% | -44.2% |
| 5Y | -18.9% | +185.0% | -203.9% | -55.1% |
| 10Y | +64.4% | +409.5% | -345.1% | -35.8% |
| All | +281.8% | +246.2% | +35.7% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling