+180.3%
XLB vs PR
+147.8%
+32.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +1.9% | -2.5% |
| 7D | -0.4% | -16.5% | +16.2% | +1.0% |
| 30D | +5.2% | -4.5% | +9.7% | +5.5% |
| 3M | -0.1% | +8.5% | -8.7% | -1.0% |
| 6M | +2.4% | -3.3% | +5.7% | +2.3% |
| YTD | +16.9% | +55.7% | -38.8% | +12.0% |
| 1Y | +25.0% | +82.0% | -57.0% | +18.2% |
| 3Y | +40.7% | +62.5% | -21.8% | +33.2% |
| 5Y | +31.6% | +223.9% | -192.3% | +16.4% |
| 10Y | +175.3% | +64.2% | +111.1% | +150.6% |
| All | +180.3% | +147.8% | +32.5% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling