+134.0%
XLC vs PR
+54.8%
+79.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | +6.2% | -9.5% | +15.7% | +6.8% |
| 30D | -2.4% | -5.7% | +3.3% | -2.1% |
| 3M | -3.3% | +3.0% | -6.3% | -3.6% |
| 6M | -7.3% | +11.8% | -19.1% | -8.2% |
| YTD | -7.6% | +58.5% | -66.1% | -10.5% |
| 1Y | -3.7% | +69.9% | -73.6% | -7.1% |
| 3Y | +62.9% | +84.9% | -22.0% | +55.4% |
| 5Y | +41.6% | +246.4% | -204.8% | +29.1% |
| All | +134.0% | +54.8% | +79.2% | +148.4% |
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