+135.8%
XLC vs PR
+59.1%
+76.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | -2.6% | -4.6% | +2.1% | -2.4% |
| 3M | -2.1% | +4.7% | -6.8% | -2.5% |
| 6M | -5.5% | +12.4% | -17.9% | -6.4% |
| YTD | -6.9% | +62.9% | -69.8% | -9.9% |
| 1Y | -3.7% | +70.6% | -74.3% | -7.2% |
| 3Y | +64.2% | +90.0% | -25.8% | +56.4% |
| 5Y | +43.0% | +255.5% | -212.5% | +30.2% |
| All | +135.8% | +59.1% | +76.7% | +149.9% |
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