+37.7%
XLC vs PR
+433.6%
-396.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.8% | +2.9% | -3.8% | -1.2% |
| 30D | +1.0% | +18.0% | -17.0% | -1.0% |
| 3M | -0.7% | +16.9% | -17.6% | -2.8% |
| 6M | -5.1% | +28.2% | -33.4% | -8.6% |
| YTD | -4.3% | +69.3% | -73.6% | -11.2% |
| 1Y | -0.6% | +69.5% | -70.1% | -8.0% |
| 3Y | +72.7% | +81.7% | -9.0% | +55.3% |
| All | +37.7% | +433.6% | -396.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling