+14.7%
XLF vs PNR
-31.2%
+45.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +3.0% |
| 7D | +5.5% | +11.9% | -6.4% | +3.8% |
| 30D | +9.9% | +37.1% | -27.3% | +5.0% |
| 3M | +2.6% | +5.7% | -3.1% | +2.0% |
| 6M | +15.6% | -5.7% | +21.3% | +16.3% |
| YTD | +9.4% | -29.8% | +39.2% | +15.9% |
| 1Y | +14.7% | -31.8% | +46.5% | +23.3% |
| All | +14.7% | -31.2% | +45.9% | +23.3% |
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