+7.2%
XLP vs PNR
-46.4%
+53.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.4% |
| 7D | -1.4% | -3.0% | +1.6% | -1.2% |
| 30D | -1.3% | -14.9% | +13.6% | +0.1% |
| 3M | +1.8% | -19.0% | +20.9% | +3.2% |
| 6M | -0.8% | -35.9% | +35.1% | +2.0% |
| YTD | +9.5% | -43.1% | +52.7% | +13.0% |
| 1Y | +7.2% | -46.4% | +53.6% | +10.7% |
| All | +7.2% | -46.4% | +53.5% | +10.7% |
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