+29.0%
XLB vs PR
+225.0%
-196.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | -1.5% | -16.4% | +14.9% | +1.3% |
| 30D | +6.1% | -1.9% | +8.0% | +6.1% |
| 3M | 0.0% | +8.0% | -7.9% | -1.7% |
| 6M | 0.0% | +4.1% | -4.2% | -1.5% |
| YTD | +16.0% | +58.7% | -42.7% | +5.3% |
| 1Y | +24.7% | +75.8% | -51.1% | +10.9% |
| 3Y | +40.4% | +73.2% | -32.8% | +22.5% |
| All | +29.0% | +225.0% | -196.0% | -1.5% |
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