+16,011.1%
STX vs PNR
+727.3%
+15,283.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | -2.4% | +4.7% | +3.7% |
| 30D | +1.4% | -12.8% | +14.2% | +9.1% |
| 3M | -8.2% | -17.0% | +8.8% | -0.5% |
| 6M | +127.0% | -37.4% | +164.4% | +187.6% |
| YTD | +209.1% | -41.6% | +250.8% | +303.5% |
| 1Y | +365.4% | -44.6% | +410.1% | +525.0% |
| 3Y | +1,135.4% | -12.1% | +1,147.5% | +1,141.8% |
| 5Y | +991.5% | -17.4% | +1,008.9% | +1,013.9% |
| 10Y | +3,695.8% | +64.0% | +3,631.8% | +2,340.7% |
| All | +16,011.1% | +727.3% | +15,283.8% | +3,618.7% |
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 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