+128.8%
XLP vs PNR
+119.7%
+9.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +8.9% | +34.4% | -25.5% | +1.8% |
| 3M | +7.5% | +2.4% | +5.1% | +6.6% |
| 6M | +9.4% | -7.8% | +17.2% | +10.5% |
| YTD | +19.3% | -31.6% | +50.8% | +28.3% |
| 1Y | +21.7% | -33.6% | +55.4% | +31.9% |
| 3Y | +44.0% | +19.9% | +24.0% | +31.8% |
| 5Y | +42.8% | +0.8% | +42.0% | +33.9% |
| 10Y | +128.8% | +113.4% | +15.3% | +73.3% |
| All | +128.8% | +119.7% | +9.1% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling