+1,537.1%
SOXX vs PNR
+66.2%
+1,471.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +1.4% | -6.0% | +7.4% | +5.1% |
| 30D | -3.6% | -14.0% | +10.4% | +5.0% |
| 3M | -10.2% | -21.7% | +11.5% | +1.7% |
| 6M | +54.2% | -37.3% | +91.5% | +99.3% |
| YTD | +75.2% | -45.1% | +120.3% | +144.1% |
| 1Y | +107.5% | -49.1% | +156.6% | +203.1% |
| 3Y | +226.8% | -14.8% | +241.6% | +242.7% |
| 5Y | +251.2% | -21.0% | +272.2% | +274.3% |
| All | +1,537.1% | +66.2% | +1,471.0% | +1,043.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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