+32.0%
XLP vs PNR
-17.7%
+49.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.2% |
| 7D | -1.4% | -3.0% | +1.6% | -0.9% |
| 30D | -1.3% | -14.9% | +13.6% | +1.5% |
| 3M | +1.8% | -19.0% | +20.9% | +5.1% |
| 6M | -0.8% | -35.9% | +35.1% | +6.6% |
| YTD | +9.5% | -43.1% | +52.7% | +20.0% |
| 1Y | +7.2% | -46.4% | +53.6% | +18.7% |
| 3Y | +27.1% | -10.8% | +38.0% | +24.3% |
| 5Y | +32.0% | -18.9% | +50.9% | +27.0% |
| All | +32.0% | -17.7% | +49.8% | +27.0% |
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 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