+74.2%
XLF vs PNR
-14.5%
+88.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -1.5% | -6.0% | +4.6% | +0.3% |
| 30D | -1.2% | -14.0% | +12.8% | +3.2% |
| 3M | +9.2% | -21.7% | +30.9% | +16.3% |
| 6M | +16.3% | -37.3% | +53.6% | +33.0% |
| YTD | +5.4% | -45.1% | +50.6% | +25.9% |
| 1Y | +7.6% | -49.1% | +56.7% | +32.2% |
| 3Y | +74.2% | -14.8% | +89.0% | +79.3% |
| All | +74.2% | -14.5% | +88.7% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling