+634.6%
XYZ vs PNR
+109.3%
+525.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.8% |
| 7D | +12.6% | -0.1% | +12.7% | +13.0% |
| 30D | +10.8% | +33.4% | -22.6% | -11.8% |
| 3M | +8.4% | +4.9% | +3.5% | +3.4% |
| 6M | +14.3% | -8.5% | +22.9% | +18.1% |
| YTD | +31.5% | -32.1% | +63.6% | +69.5% |
| 1Y | +28.1% | -35.0% | +63.1% | +71.0% |
| 3Y | +66.2% | +17.6% | +48.6% | +34.6% |
| 5Y | -62.3% | +0.9% | -63.2% | -66.3% |
| 10Y | +634.6% | +101.4% | +533.2% | +294.2% |
| All | +634.6% | +109.3% | +525.3% | +294.2% |
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