+33.4%
XLB vs PNR
-21.1%
+54.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.7% |
| 7D | -3.5% | -5.5% | +1.9% | -1.3% |
| 30D | -4.7% | -15.6% | +10.9% | +2.2% |
| 3M | +2.7% | -20.2% | +22.9% | +11.6% |
| 6M | +2.6% | -36.6% | +39.2% | +22.7% |
| YTD | +12.8% | -45.0% | +57.8% | +42.9% |
| 1Y | +14.0% | -47.4% | +61.4% | +47.3% |
| 3Y | +31.5% | -13.7% | +45.2% | +32.2% |
| 5Y | +33.4% | -20.8% | +54.2% | +30.6% |
| All | +33.4% | -21.1% | +54.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling