+3,476.8%
STX vs PNR
+66.6%
+3,410.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | +8.0% | -5.5% | +13.5% | +11.0% |
| 30D | +5.1% | -15.6% | +20.7% | +14.1% |
| 3M | +5.8% | -20.2% | +26.0% | +16.3% |
| 6M | +124.9% | -36.6% | +161.6% | +178.7% |
| YTD | +213.9% | -45.0% | +258.9% | +316.3% |
| 1Y | +350.4% | -47.4% | +397.8% | +511.7% |
| 3Y | +1,314.2% | -13.7% | +1,327.9% | +1,323.2% |
| 5Y | +1,092.8% | -20.8% | +1,113.6% | +1,126.5% |
| All | +3,476.8% | +66.6% | +3,410.2% | +2,206.6% |
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