+119.9%
XRT vs PNR
+66.6%
+53.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | -3.6% | -5.5% | +1.9% | -0.5% |
| 30D | -6.7% | -15.6% | +8.9% | +2.5% |
| 3M | -1.4% | -20.2% | +18.8% | +10.1% |
| 6M | +1.7% | -36.6% | +38.3% | +28.7% |
| YTD | -1.5% | -45.0% | +43.5% | +34.5% |
| 1Y | -2.5% | -47.4% | +45.0% | +36.8% |
| 3Y | +39.9% | -13.7% | +53.6% | +42.6% |
| 5Y | -2.6% | -20.8% | +18.2% | +1.5% |
| All | +119.9% | +66.6% | +53.3% | +46.2% |
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