+412.9%
XLF vs PNR
+663.4%
-250.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.5% |
| 7D | -1.0% | -3.9% | +2.8% | +0.8% |
| 30D | -1.3% | -13.8% | +12.5% | +5.7% |
| 3M | +9.1% | -22.5% | +31.7% | +21.3% |
| 6M | +14.4% | -37.2% | +51.5% | +39.5% |
| YTD | +5.1% | -44.2% | +49.3% | +34.8% |
| 1Y | +8.6% | -46.6% | +55.3% | +42.2% |
| 3Y | +74.4% | -12.5% | +86.9% | +75.1% |
| 5Y | +64.4% | -19.3% | +83.7% | +67.2% |
| 10Y | +251.6% | +67.5% | +184.1% | +141.8% |
| All | +412.9% | +663.4% | -250.5% | +87.8% |
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