+1,902.7%
XEL vs PNR
+3,485.2%
-1,582.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +0.9% | -3.9% | +4.8% | +1.5% |
| 30D | -0.9% | -13.8% | +12.9% | +1.4% |
| 3M | -1.4% | -22.5% | +21.1% | +2.3% |
| 6M | -5.8% | -37.2% | +31.3% | +0.9% |
| YTD | +4.7% | -44.2% | +48.9% | +14.1% |
| 1Y | +9.1% | -46.6% | +55.7% | +19.5% |
| 3Y | +47.8% | -12.5% | +60.4% | +47.9% |
| 5Y | +29.0% | -19.3% | +48.4% | +29.0% |
| 10Y | +154.0% | +67.5% | +86.5% | +120.0% |
| All | +1,902.7% | +3,485.2% | -1,582.4% | +1,082.5% |
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