+167.2%
XLE vs PR
+62.9%
+104.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -1.8% |
| 7D | -10.3% | -16.5% | +6.2% | -6.2% |
| 30D | -3.3% | -4.5% | +1.2% | -2.2% |
| 3M | +8.2% | +8.5% | -0.4% | +6.0% |
| 6M | +5.0% | -3.3% | +8.4% | +5.8% |
| YTD | +40.6% | +55.7% | -15.1% | +26.2% |
| 1Y | +45.0% | +82.0% | -37.0% | +25.4% |
| 3Y | +56.3% | +62.5% | -6.1% | +37.5% |
| 5Y | +152.2% | +223.9% | -71.7% | +85.0% |
| All | +167.2% | +62.9% | +104.3% | +81.4% |
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