+26.9%
XLV vs PNR
-43.1%
+70.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +0.2% | -2.4% | +2.5% | +0.6% |
| 30D | +4.4% | -12.8% | +17.2% | +6.7% |
| 3M | +13.2% | -17.0% | +30.2% | +16.0% |
| 6M | +10.1% | -37.4% | +47.5% | +18.9% |
| YTD | +11.7% | -41.6% | +53.3% | +21.9% |
| 1Y | +26.9% | -44.6% | +71.6% | +40.8% |
| All | +26.9% | -43.1% | +70.0% | +40.8% |
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