+126.7%
XLP vs PNR
+113.2%
+13.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | +0.7% | +2.8% | -2.1% | +0.1% |
| 30D | +10.3% | +31.2% | -20.9% | +3.6% |
| 3M | +6.5% | -2.1% | +8.6% | +6.7% |
| 6M | +8.4% | -14.0% | +22.3% | +11.2% |
| YTD | +18.2% | -33.6% | +51.8% | +28.1% |
| 1Y | +22.4% | -35.2% | +57.6% | +33.3% |
| 3Y | +41.9% | +15.8% | +26.1% | +30.9% |
| 5Y | +40.9% | -1.8% | +42.7% | +32.9% |
| All | +126.7% | +113.2% | +13.6% | +73.0% |
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 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