+889.2%
XLV vs PNR
+650.9%
+238.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -6.0% | +2.5% | -2.0% |
| 30D | -1.8% | -14.0% | +12.1% | +2.0% |
| 3M | +7.8% | -21.7% | +29.5% | +14.1% |
| 6M | +9.1% | -37.3% | +46.4% | +21.9% |
| YTD | +7.7% | -45.1% | +52.9% | +24.2% |
| 1Y | +20.4% | -49.1% | +69.5% | +41.5% |
| 3Y | +30.8% | -14.8% | +45.6% | +32.2% |
| 5Y | +34.6% | -21.0% | +55.6% | +36.3% |
| 10Y | +173.4% | +64.7% | +108.6% | +120.9% |
| All | +889.2% | +650.9% | +238.3% | +423.7% |
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