+81.8%
XLI vs PNR
-21.7%
+103.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -1.7% | -6.0% | +4.4% | +0.8% |
| 30D | -7.3% | -14.0% | +6.7% | -1.6% |
| 3M | -1.3% | -21.7% | +20.3% | +7.6% |
| 6M | +2.2% | -37.3% | +39.5% | +22.3% |
| YTD | +11.7% | -45.1% | +56.8% | +40.8% |
| 1Y | +14.3% | -49.1% | +63.4% | +48.9% |
| 3Y | +70.3% | -14.8% | +85.2% | +73.0% |
| All | +81.8% | -21.7% | +103.5% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling