+78.7%
PR vs XHB
+241.7%
-163.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.8% |
| 7D | -0.5% | -4.1% | +3.6% | +1.8% |
| 30D | -4.6% | +9.6% | -14.2% | -10.3% |
| 3M | +4.7% | -6.0% | +10.7% | +7.0% |
| 6M | +12.4% | +2.2% | +10.2% | +7.0% |
| YTD | +62.9% | +1.1% | +61.7% | +52.6% |
| 1Y | +70.6% | -1.7% | +72.3% | +62.4% |
| 3Y | +90.0% | +36.5% | +53.6% | +38.6% |
| 5Y | +255.5% | +33.5% | +222.1% | +156.7% |
| 10Y | +78.7% | +240.9% | -162.2% | +12.7% |
| All | +78.7% | +241.7% | -163.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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