+169.4%
XLV vs PNR
+66.2%
+103.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -6.0% | +2.5% | -1.8% |
| 30D | -1.8% | -14.0% | +12.1% | +2.6% |
| 3M | +7.8% | -21.7% | +29.5% | +15.0% |
| 6M | +9.1% | -37.3% | +46.4% | +24.1% |
| YTD | +7.7% | -45.1% | +52.9% | +27.2% |
| 1Y | +20.4% | -49.1% | +69.5% | +45.5% |
| 3Y | +30.8% | -14.8% | +45.6% | +31.2% |
| 5Y | +34.6% | -21.0% | +55.6% | +35.6% |
| All | +169.4% | +66.2% | +103.2% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling