+1,077.4%
STX vs PNR
-20.5%
+1,097.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.2% |
| 7D | +9.6% | -3.9% | +13.4% | +11.5% |
| 30D | +10.6% | -13.8% | +24.4% | +18.1% |
| 3M | +4.8% | -22.5% | +27.3% | +16.5% |
| 6M | +137.3% | -37.2% | +174.4% | +193.4% |
| YTD | +222.5% | -44.2% | +266.7% | +321.7% |
| 1Y | +366.2% | -46.6% | +412.9% | +524.3% |
| 3Y | +1,352.9% | -12.5% | +1,365.4% | +1,330.9% |
| 5Y | +1,077.4% | -19.3% | +1,096.8% | +1,051.0% |
| All | +1,077.4% | -20.5% | +1,097.9% | +1,051.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling