+39.3%
XLC vs PNR
-21.1%
+60.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.7% | -5.5% | +3.8% | +0.5% |
| 30D | +0.2% | -15.6% | +15.8% | +6.8% |
| 3M | +0.7% | -20.2% | +20.9% | +8.5% |
| 6M | -4.5% | -36.6% | +32.2% | +12.6% |
| YTD | -4.7% | -45.0% | +40.2% | +18.7% |
| 1Y | -1.5% | -47.4% | +45.9% | +25.0% |
| 3Y | +72.2% | -13.7% | +85.9% | +65.8% |
| 5Y | +39.3% | -20.8% | +60.1% | +28.8% |
| All | +39.3% | -21.1% | +60.4% | +28.8% |
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 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