+631.5%
XLU vs PNR
+650.9%
-19.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -6.0% | +4.4% | -0.3% |
| 30D | -3.3% | -14.0% | +10.7% | -0.1% |
| 3M | -3.2% | -21.7% | +18.5% | +1.7% |
| 6M | -7.0% | -37.3% | +30.3% | +2.3% |
| YTD | +0.6% | -45.1% | +45.8% | +13.7% |
| 1Y | +2.4% | -49.1% | +51.6% | +17.6% |
| 3Y | +46.3% | -14.8% | +61.1% | +47.4% |
| 5Y | +44.0% | -21.0% | +65.0% | +45.1% |
| 10Y | +140.1% | +64.7% | +75.3% | +98.1% |
| All | +631.5% | +650.9% | -19.5% | +330.3% |
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 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