+1,376.8%
STX vs PNR
-13.0%
+1,389.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.4% |
| 7D | +9.6% | -3.9% | +13.4% | +11.0% |
| 30D | +10.6% | -13.8% | +24.4% | +16.1% |
| 3M | +4.8% | -22.5% | +27.3% | +14.0% |
| 6M | +137.3% | -37.2% | +174.4% | +182.7% |
| YTD | +222.5% | -44.2% | +266.7% | +302.5% |
| 1Y | +366.2% | -46.6% | +412.9% | +494.4% |
| All | +1,376.8% | -13.0% | +1,389.9% | +1,476.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling