+17.2%
XLI vs PNR
-43.1%
+60.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | -5.9% | -12.8% | +6.8% | -2.9% |
| 3M | -0.3% | -17.0% | +16.7% | +3.6% |
| 6M | +0.1% | -37.4% | +37.5% | +12.5% |
| YTD | +13.6% | -41.6% | +55.2% | +29.0% |
| 1Y | +17.2% | -44.6% | +61.8% | +36.4% |
| All | +17.2% | -43.1% | +60.3% | +36.4% |
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 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