+142.5%
XLC vs PNR
+56.8%
+85.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.8% | -2.4% | +1.5% | +0.1% |
| 30D | +1.0% | -12.8% | +13.8% | +6.3% |
| 3M | -0.7% | -17.0% | +16.3% | +5.4% |
| 6M | -5.1% | -37.4% | +32.3% | +12.1% |
| YTD | -4.3% | -41.6% | +37.3% | +15.7% |
| 1Y | -0.6% | -44.6% | +44.1% | +22.6% |
| 3Y | +72.7% | -12.1% | +84.8% | +70.8% |
| 5Y | +38.0% | -17.4% | +55.4% | +34.7% |
| All | +142.5% | +56.8% | +85.7% | +67.3% |
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 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