+1,455.3%
XLK vs PNR
+652.9%
+802.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -0.4% | -5.5% | +5.1% | +1.8% |
| 30D | -0.5% | -15.6% | +15.1% | +6.1% |
| 3M | +5.0% | -20.2% | +25.2% | +13.4% |
| 6M | +32.9% | -36.6% | +69.5% | +56.3% |
| YTD | +29.0% | -45.0% | +73.9% | +59.8% |
| 1Y | +37.8% | -47.4% | +85.3% | +73.7% |
| 3Y | +118.7% | -13.7% | +132.4% | +123.4% |
| 5Y | +145.6% | -20.8% | +166.4% | +155.8% |
| 10Y | +791.5% | +65.2% | +726.3% | +574.9% |
| All | +1,455.3% | +652.9% | +802.4% | +538.3% |
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 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