+910.3%
XBI vs PNR
+233.3%
+677.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -4.6% | -5.5% | +0.9% | -2.1% |
| 30D | -0.8% | -15.6% | +14.8% | +7.2% |
| 3M | +21.8% | -20.2% | +42.0% | +33.2% |
| 6M | +23.2% | -36.6% | +59.8% | +49.3% |
| YTD | +28.7% | -45.0% | +73.7% | +65.5% |
| 1Y | +67.8% | -47.4% | +115.2% | +120.1% |
| 3Y | +100.6% | -13.7% | +114.4% | +103.7% |
| 5Y | +19.8% | -20.8% | +40.6% | +24.0% |
| 10Y | +159.7% | +65.2% | +94.6% | +78.6% |
| All | +910.3% | +233.3% | +677.0% | +339.3% |
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