+176.5%
XLE vs PR
+83.7%
+92.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | +4.4% | +6.7% | -2.3% | +2.7% |
| 30D | -4.3% | -6.1% | +1.9% | -2.8% |
| 3M | +6.0% | +6.9% | -0.8% | +4.3% |
| 6M | +13.2% | +14.6% | -1.4% | +9.4% |
| YTD | +46.7% | +66.1% | -19.4% | +29.7% |
| 1Y | +46.6% | +77.0% | -30.4% | +27.6% |
| 3Y | +69.6% | +93.8% | -24.3% | +43.2% |
| 5Y | +166.5% | +268.2% | -101.7% | +90.1% |
| All | +176.5% | +83.7% | +92.7% | +83.1% |
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