+133.1%
XLC vs PR
+53.4%
+79.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.5% |
| 7D | +7.1% | -12.4% | +19.5% | +7.8% |
| 30D | -2.7% | -6.6% | +3.8% | -2.4% |
| 3M | -3.2% | +7.5% | -10.7% | -3.7% |
| 6M | -7.7% | +10.8% | -18.4% | -8.4% |
| YTD | -8.0% | +57.0% | -65.0% | -10.8% |
| 1Y | -3.1% | +67.9% | -71.0% | -6.4% |
| 3Y | +64.9% | +87.6% | -22.7% | +57.2% |
| 5Y | +39.5% | +220.4% | -180.8% | +27.6% |
| All | +133.1% | +53.4% | +79.7% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling