+1,024.7%
XLE vs PNR
+699.1%
+325.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +3.1% |
| 30D | +11.8% | -12.8% | +24.5% | +17.8% |
| 3M | +9.8% | -17.0% | +26.8% | +16.6% |
| 6M | +15.6% | -37.4% | +53.0% | +36.2% |
| YTD | +45.3% | -41.6% | +86.9% | +75.0% |
| 1Y | +48.3% | -44.6% | +92.9% | +82.3% |
| 3Y | +55.4% | -12.1% | +67.6% | +53.4% |
| 5Y | +216.1% | -17.4% | +233.5% | +209.5% |
| 10Y | +178.4% | +64.0% | +114.4% | +99.0% |
| All | +1,024.7% | +699.1% | +325.7% | +409.4% |
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