+820.5%
XLB vs PNR
+699.1%
+121.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.4% |
| 30D | -0.4% | -12.8% | +12.4% | +5.6% |
| 3M | +2.0% | -17.0% | +19.0% | +9.5% |
| 6M | +1.8% | -37.4% | +39.3% | +23.3% |
| YTD | +16.6% | -41.6% | +58.2% | +44.8% |
| 1Y | +16.9% | -44.6% | +61.6% | +48.7% |
| 3Y | +32.6% | -12.1% | +44.7% | +34.4% |
| 5Y | +35.6% | -17.4% | +53.0% | +38.3% |
| 10Y | +160.0% | +64.0% | +96.0% | +88.4% |
| All | +820.5% | +699.1% | +121.4% | +248.8% |
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