+167.2%
XLE vs PR
+66.0%
+101.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -12.0% | -16.4% | +4.4% | -8.1% |
| 30D | -2.7% | -1.9% | -0.9% | -2.3% |
| 3M | +6.6% | +8.0% | -1.4% | +4.6% |
| 6M | +9.5% | +4.1% | +5.4% | +8.4% |
| YTD | +40.6% | +58.7% | -18.1% | +25.6% |
| 1Y | +43.6% | +75.8% | -32.2% | +25.2% |
| 3Y | +58.1% | +73.2% | -15.1% | +37.0% |
| 5Y | +152.2% | +230.1% | -77.9% | +84.1% |
| All | +167.2% | +66.0% | +101.1% | +80.5% |
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