-68.6%
XYZ vs PNR
-17.7%
-50.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -0.8% |
| 7D | +2.9% | -3.0% | +5.9% | +5.7% |
| 30D | +1.4% | -14.9% | +16.3% | +17.0% |
| 3M | +14.6% | -19.0% | +33.6% | +33.8% |
| 6M | +20.8% | -35.9% | +56.7% | +75.2% |
| YTD | +23.1% | -43.1% | +66.2% | +98.5% |
| 1Y | +5.6% | -46.4% | +52.0% | +81.1% |
| 3Y | +50.9% | -10.8% | +61.7% | +39.1% |
| 5Y | -68.6% | -18.9% | -49.7% | -72.3% |
| All | -68.6% | -17.7% | -50.8% | -72.3% |
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