+179.2%
XLE vs PNR
+99.2%
+79.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +5.4% | +0.3% | +5.2% | +5.3% |
| 30D | -3.9% | +31.7% | -35.7% | -15.2% |
| 3M | +7.0% | +2.6% | +4.4% | +4.7% |
| 6M | +14.2% | -6.4% | +20.6% | +14.4% |
| YTD | +48.2% | -33.4% | +81.6% | +70.7% |
| 1Y | +47.7% | -35.1% | +82.7% | +72.0% |
| 3Y | +70.0% | +17.1% | +52.9% | +41.6% |
| 5Y | +169.1% | -3.5% | +172.7% | +143.0% |
| All | +179.2% | +99.2% | +79.9% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling