+148.7%
XLK vs PNR
-21.7%
+170.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -6.0% | +6.2% | +3.0% |
| 30D | -0.6% | -14.0% | +13.3% | +6.2% |
| 3M | +2.6% | -21.7% | +24.2% | +13.1% |
| 6M | +34.0% | -37.3% | +71.2% | +63.9% |
| YTD | +30.7% | -45.1% | +75.8% | +70.1% |
| 1Y | +39.2% | -49.1% | +88.3% | +88.3% |
| 3Y | +120.4% | -14.8% | +135.3% | +120.1% |
| All | +148.7% | -21.7% | +170.4% | +146.3% |
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 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