+41.4%
XLB vs PR
+61.1%
-19.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +1.9% | -2.2% |
| 7D | -0.4% | -16.5% | +16.2% | +2.3% |
| 30D | +5.2% | -4.5% | +9.7% | +5.7% |
| 3M | -0.1% | +8.5% | -8.7% | -2.1% |
| 6M | +2.4% | -3.3% | +5.7% | +2.3% |
| YTD | +16.9% | +55.7% | -38.8% | +4.3% |
| 1Y | +25.0% | +82.0% | -57.0% | +7.4% |
| All | +41.4% | +61.1% | -19.8% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling