+142.5%
XLC vs PR
+65.4%
+77.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.8% | +2.9% | -3.8% | -1.0% |
| 30D | +1.0% | +18.0% | -17.0% | 0.0% |
| 3M | -0.7% | +16.9% | -17.6% | -1.7% |
| 6M | -5.1% | +28.2% | -33.4% | -6.7% |
| YTD | -4.3% | +69.3% | -73.6% | -7.5% |
| 1Y | -0.6% | +69.5% | -70.1% | -4.0% |
| 3Y | +72.7% | +81.7% | -9.0% | +64.9% |
| 5Y | +38.0% | +422.2% | -384.3% | +23.6% |
| All | +142.5% | +65.4% | +77.0% | +156.7% |
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