+127.5%
XLC vs PR
+55.0%
+72.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +4.9% | -16.4% | +21.3% | +5.9% |
| 30D | -5.8% | -1.9% | -3.9% | -5.8% |
| 3M | -5.4% | +8.0% | -13.4% | -6.0% |
| 6M | -10.2% | +4.1% | -14.3% | -10.6% |
| YTD | -10.2% | +58.7% | -68.9% | -13.0% |
| 1Y | -5.6% | +75.8% | -81.4% | -9.1% |
| 3Y | +61.0% | +73.2% | -12.2% | +54.1% |
| 5Y | +35.2% | +230.1% | -194.9% | +23.5% |
| All | +127.5% | +55.0% | +72.5% | +141.5% |
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