+179.6%
XLB vs PR
+169.5%
+10.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.6% |
| 30D | -0.4% | +18.0% | -18.4% | -1.8% |
| 3M | +2.0% | +16.9% | -14.9% | +0.5% |
| 6M | +1.8% | +28.2% | -26.4% | -0.6% |
| YTD | +16.6% | +69.3% | -52.7% | +11.1% |
| 1Y | +16.9% | +69.5% | -52.6% | +11.3% |
| 3Y | +32.6% | +81.7% | -49.1% | +24.4% |
| 5Y | +35.6% | +422.2% | -386.6% | +16.3% |
| 10Y | +160.0% | +110.4% | +49.7% | +136.3% |
| All | +179.6% | +169.5% | +10.1% | +151.6% |
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