+1.7%
XEL vs PNR
-31.2%
+32.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.9% |
| 7D | +4.3% | +11.9% | -7.6% | +3.3% |
| 30D | +12.6% | +37.1% | -24.5% | +9.5% |
| 3M | +4.4% | +5.7% | -1.3% | +3.5% |
| 6M | +0.7% | -5.7% | +6.4% | +0.4% |
| YTD | +11.5% | -29.8% | +41.3% | +10.7% |
| 1Y | +1.7% | -31.8% | +33.5% | +0.9% |
| All | +1.7% | -31.2% | +32.9% | +0.9% |
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