+10,249.8%
STX vs PNR
+840.8%
+9,408.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.2% |
| 7D | +16.8% | -2.3% | +19.2% | +18.5% |
| 30D | -27.0% | +29.3% | -56.3% | -37.4% |
| 3M | -37.9% | +4.1% | -42.0% | -40.2% |
| 6M | -32.5% | -8.6% | -23.9% | -31.7% |
| YTD | +98.6% | -33.6% | +132.2% | +138.1% |
| 1Y | +93.6% | -36.4% | +130.0% | +137.7% |
| 3Y | +699.1% | +15.1% | +684.0% | +582.5% |
| 5Y | +481.0% | -3.8% | +484.8% | +437.7% |
| 10Y | +2,082.0% | +99.7% | +1,982.3% | +1,142.1% |
| All | +10,249.8% | +840.8% | +9,408.9% | +2,094.6% |
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 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