-5.8%
XLC vs PNR
-31.2%
+25.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +3.2% |
| 7D | +1.8% | +11.9% | -10.1% | +0.8% |
| 30D | -6.0% | +37.1% | -43.1% | -8.7% |
| 3M | -6.0% | +5.7% | -11.7% | -6.0% |
| 6M | -9.1% | -5.7% | -3.4% | -8.3% |
| YTD | -10.0% | -29.8% | +19.8% | -5.5% |
| 1Y | -5.8% | -31.8% | +26.0% | -0.1% |
| All | -5.8% | -31.2% | +25.4% | -0.1% |
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 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