+36.5%
XLB vs PR
+433.6%
-397.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | -0.4% | +18.0% | -18.4% | -3.2% |
| 3M | +2.0% | +16.9% | -14.9% | -1.0% |
| 6M | +1.8% | +28.2% | -26.4% | -3.3% |
| YTD | +16.6% | +69.3% | -52.7% | +5.1% |
| 1Y | +16.9% | +69.5% | -52.6% | +5.1% |
| 3Y | +32.6% | +81.7% | -49.1% | +15.1% |
| All | +36.5% | +433.6% | -397.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling