-4.1%
XLC vs PR
+76.2%
-80.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -0.7% |
| 7D | +3.1% | +6.7% | -3.6% | +3.9% |
| 30D | -4.2% | -6.1% | +1.9% | -4.8% |
| 3M | -2.1% | +6.9% | -9.0% | -1.4% |
| 6M | -6.6% | +14.6% | -21.2% | -5.1% |
| YTD | -7.8% | +66.1% | -73.9% | -6.9% |
| 1Y | -4.1% | +77.0% | -81.1% | -3.8% |
| All | -4.1% | +76.2% | -80.3% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling