+1,106.7%
XLY vs PNR
+650.9%
+455.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -6.0% | +4.3% | +0.8% |
| 30D | -4.2% | -14.0% | +9.8% | +1.7% |
| 3M | -2.7% | -21.7% | +19.0% | +6.3% |
| 6M | -0.6% | -37.3% | +36.6% | +18.2% |
| YTD | -5.0% | -45.1% | +40.1% | +18.7% |
| 1Y | -4.1% | -49.1% | +45.0% | +23.5% |
| 3Y | +33.6% | -14.8% | +48.4% | +37.9% |
| 5Y | +28.7% | -21.0% | +49.7% | +35.2% |
| 10Y | +219.6% | +64.7% | +154.9% | +141.5% |
| All | +1,106.7% | +650.9% | +455.8% | +397.8% |
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 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