+126.6%
XLC vs PR
+52.1%
+74.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | +3.1% | -16.5% | +19.6% | +4.1% |
| 30D | -6.5% | -4.5% | -2.0% | -6.4% |
| 3M | -5.6% | +8.5% | -14.1% | -6.2% |
| 6M | -9.2% | -3.3% | -5.9% | -9.3% |
| YTD | -10.6% | +55.7% | -66.3% | -13.3% |
| 1Y | -6.9% | +82.0% | -88.9% | -10.6% |
| 3Y | +59.9% | +62.5% | -2.6% | +53.6% |
| 5Y | +34.7% | +223.9% | -189.3% | +23.1% |
| All | +126.6% | +52.1% | +74.5% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling