-3.3%
XRT vs PNR
-20.5%
+17.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.6% |
| 7D | -2.4% | -3.9% | +1.5% | -0.2% |
| 30D | -6.9% | -13.8% | +6.9% | +1.1% |
| 3M | -0.4% | -22.5% | +22.1% | +13.2% |
| 6M | +2.2% | -37.2% | +39.4% | +31.0% |
| YTD | -0.7% | -44.2% | +43.5% | +35.9% |
| 1Y | -2.0% | -46.6% | +44.6% | +38.0% |
| 3Y | +41.0% | -12.5% | +53.5% | +38.2% |
| 5Y | -3.3% | -19.3% | +16.1% | -6.2% |
| All | -3.3% | -20.5% | +17.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling