+79.3%
PR vs XHB
+26.1%
+53.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | +18.0% | -6.9% | +24.9% | +20.0% |
| 3M | +16.9% | -1.3% | +18.1% | +15.9% |
| 6M | +28.2% | -6.8% | +35.0% | +29.7% |
| YTD | +69.3% | +0.7% | +68.6% | +64.5% |
| 1Y | +69.5% | -11.2% | +80.7% | +74.6% |
| All | +79.3% | +26.1% | +53.2% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling