+20.7%
XLK vs PNR
-31.2%
+51.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | -7.6% | +11.9% | -19.5% | -9.0% |
| 30D | -12.2% | +37.1% | -49.3% | -16.2% |
| 3M | -5.5% | +5.7% | -11.2% | -5.6% |
| 6M | +9.2% | -5.7% | +14.9% | +11.5% |
| YTD | +23.0% | -29.8% | +52.8% | +35.0% |
| 1Y | +20.7% | -31.8% | +52.5% | +34.0% |
| All | +20.7% | -31.2% | +51.9% | +34.0% |
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