+181.3%
XLE vs PNR
+63.0%
+118.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | +0.3% | -3.9% | +4.2% | +2.0% |
| 30D | +8.5% | -13.8% | +22.3% | +15.3% |
| 3M | +14.6% | -22.5% | +37.2% | +25.8% |
| 6M | +17.6% | -37.2% | +54.7% | +40.3% |
| YTD | +48.1% | -44.2% | +92.3% | +85.4% |
| 1Y | +53.8% | -46.6% | +100.4% | +96.2% |
| 3Y | +56.2% | -12.5% | +68.7% | +49.9% |
| 5Y | +227.7% | -19.3% | +247.1% | +220.9% |
| 10Y | +181.3% | +67.5% | +113.8% | +59.0% |
| All | +181.3% | +63.0% | +118.3% | +59.0% |
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