+513.3%
XRT vs PNR
+290.7%
+222.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +0.8% | -2.4% | +3.2% | +2.1% |
| 30D | -4.2% | -12.8% | +8.6% | +3.1% |
| 3M | +5.1% | -17.0% | +22.1% | +14.5% |
| 6M | +2.4% | -37.4% | +39.8% | +29.6% |
| YTD | +3.2% | -41.6% | +44.8% | +34.7% |
| 1Y | +1.5% | -44.6% | +46.1% | +36.5% |
| 3Y | +40.6% | -12.1% | +52.7% | +43.4% |
| 5Y | -1.0% | -17.4% | +16.4% | +3.0% |
| 10Y | +128.4% | +64.0% | +64.4% | +56.0% |
| All | +513.3% | +290.7% | +222.6% | +124.4% |
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