+508.9%
XLP vs PNR
+699.1%
-190.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | -2.4% | +1.3% | -0.6% |
| 30D | -0.9% | -12.8% | +11.9% | +1.7% |
| 3M | +3.8% | -17.0% | +20.8% | +7.1% |
| 6M | -1.7% | -37.4% | +35.7% | +6.7% |
| YTD | +10.3% | -41.6% | +51.9% | +21.1% |
| 1Y | +7.8% | -44.6% | +52.4% | +19.5% |
| 3Y | +27.2% | -12.1% | +39.3% | +27.0% |
| 5Y | +32.5% | -17.4% | +49.9% | +32.0% |
| 10Y | +101.8% | +64.0% | +37.8% | +70.8% |
| All | +508.9% | +699.1% | -190.1% | +293.9% |
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