+2,550.6%
SOXX vs PNR
+699.8%
+1,850.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +1.4% | -6.0% | +7.4% | +4.9% |
| 30D | -3.6% | -14.0% | +10.4% | +4.6% |
| 3M | -10.2% | -21.7% | +11.5% | +1.1% |
| 6M | +54.2% | -37.3% | +91.5% | +96.2% |
| YTD | +75.2% | -45.1% | +120.3% | +139.0% |
| 1Y | +107.5% | -49.1% | +156.6% | +195.6% |
| 3Y | +226.8% | -14.8% | +241.6% | +243.9% |
| 5Y | +251.2% | -21.0% | +272.2% | +281.6% |
| 10Y | +1,567.6% | +64.7% | +1,502.9% | +1,044.5% |
| All | +2,550.6% | +699.8% | +1,850.8% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling