+164.2%
XLB vs PR
+86.0%
+78.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +0.5% | +6.0% | -5.4% | 0.0% |
| 30D | +5.2% | -4.2% | +9.4% | +5.4% |
| 3M | +0.3% | +10.0% | -9.7% | -0.7% |
| 6M | +1.2% | +15.6% | -14.4% | -0.4% |
| YTD | +16.6% | +68.2% | -51.5% | +11.0% |
| 1Y | +21.4% | +79.2% | -57.8% | +14.9% |
| 3Y | +43.2% | +94.9% | -51.7% | +33.6% |
| 5Y | +28.0% | +272.8% | -244.7% | +11.9% |
| All | +164.2% | +86.0% | +78.2% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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