+174.3%
XLE vs PR
+109.1%
+65.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +2.2% | +2.9% | -0.7% | +1.5% |
| 30D | +11.8% | +18.0% | -6.3% | +7.3% |
| 3M | +9.8% | +16.9% | -7.0% | +5.7% |
| 6M | +15.6% | +28.2% | -12.6% | +8.8% |
| YTD | +45.3% | +69.3% | -24.1% | +27.8% |
| 1Y | +48.3% | +69.5% | -21.2% | +30.3% |
| 3Y | +55.4% | +81.7% | -26.3% | +33.0% |
| 5Y | +216.1% | +422.2% | -206.1% | +110.1% |
| All | +174.3% | +109.1% | +65.2% | +79.0% |
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