+49.9%
XLE vs PNR
-31.2%
+81.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.0% | -4.3% |
| 7D | -7.2% | +11.9% | -19.1% | -5.9% |
| 30D | +0.1% | +37.1% | -37.0% | +3.8% |
| 3M | +9.2% | +5.7% | +3.5% | +10.6% |
| 6M | +8.4% | -5.7% | +14.0% | +9.3% |
| YTD | +44.9% | -29.8% | +74.7% | +44.1% |
| 1Y | +49.9% | -31.8% | +81.7% | +49.3% |
| All | +49.9% | -31.2% | +81.0% | +49.3% |
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 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