+225.7%
XLE vs PNR
-17.7%
+243.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.6% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | +12.6% | -14.9% | +27.6% | +15.8% |
| 3M | +11.8% | -19.0% | +30.9% | +15.5% |
| 6M | +16.1% | -35.9% | +52.0% | +25.6% |
| YTD | +46.9% | -43.1% | +90.0% | +62.9% |
| 1Y | +53.3% | -46.4% | +99.6% | +72.4% |
| 3Y | +54.9% | -10.8% | +65.8% | +52.6% |
| 5Y | +225.7% | -18.9% | +244.5% | +222.3% |
| All | +225.7% | -17.7% | +243.4% | +222.3% |
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 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