+64.7%
XLC vs PNR
+15.8%
+48.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.7% | +0.3% | +3.5% | +3.7% |
| 30D | -1.9% | +31.7% | -33.6% | -8.0% |
| 3M | -3.1% | +2.6% | -5.7% | -3.6% |
| 6M | -6.4% | -6.4% | 0.0% | -5.5% |
| YTD | -6.8% | -33.4% | +26.6% | +3.0% |
| 1Y | -1.7% | -35.1% | +33.4% | +9.5% |
| 3Y | +64.7% | +17.1% | +47.6% | +58.3% |
| All | +64.7% | +15.8% | +48.8% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling