+248.8%
XLF vs PNR
+66.2%
+182.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -1.5% | -6.0% | +4.6% | +1.5% |
| 30D | -1.2% | -14.0% | +12.8% | +6.1% |
| 3M | +9.2% | -21.7% | +30.9% | +21.0% |
| 6M | +16.3% | -37.3% | +53.6% | +43.1% |
| YTD | +5.4% | -45.1% | +50.6% | +37.8% |
| 1Y | +7.6% | -49.1% | +56.7% | +46.1% |
| 3Y | +74.2% | -14.8% | +89.0% | +74.3% |
| 5Y | +66.1% | -21.0% | +87.1% | +68.9% |
| All | +248.8% | +66.2% | +182.7% | +113.2% |
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