+47.9%
XBI vs PNR
-31.2%
+79.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.3% |
| 7D | +1.0% | +11.9% | -10.9% | -0.5% |
| 30D | +1.9% | +37.1% | -35.3% | -2.5% |
| 3M | +4.8% | +5.7% | -0.9% | +3.9% |
| 6M | +19.3% | -5.7% | +25.0% | +20.5% |
| YTD | +30.6% | -29.8% | +60.4% | +37.3% |
| 1Y | +47.9% | -31.8% | +79.7% | +56.9% |
| All | +47.9% | -31.2% | +79.1% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling