+123.8%
STX vs PNR
-31.2%
+155.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -8.1% |
| 7D | -20.2% | +11.9% | -32.1% | -20.5% |
| 30D | -37.2% | +37.1% | -74.3% | -38.3% |
| 3M | -34.1% | +5.7% | -39.7% | -33.3% |
| 6M | -24.5% | -5.7% | -18.8% | -20.5% |
| YTD | +102.9% | -29.8% | +132.7% | +128.4% |
| 1Y | +123.8% | -31.8% | +155.6% | +155.5% |
| All | +123.8% | -31.2% | +155.0% | +155.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling