+159.8%
XLB vs PNR
+66.2%
+93.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.8% | -6.0% | +3.2% | +0.1% |
| 30D | -3.1% | -14.0% | +10.9% | +4.1% |
| 3M | -0.2% | -21.7% | +21.5% | +10.9% |
| 6M | +3.1% | -37.3% | +40.3% | +27.0% |
| YTD | +13.3% | -45.1% | +58.4% | +48.3% |
| 1Y | +12.0% | -49.1% | +61.2% | +52.4% |
| 3Y | +31.4% | -14.8% | +46.2% | +33.6% |
| 5Y | +33.9% | -21.0% | +54.9% | +37.9% |
| All | +159.8% | +66.2% | +93.7% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling