+54.6%
XLE vs PR
+73.2%
-18.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | +2.2% | +2.9% | -0.7% | +0.8% |
| 30D | +11.8% | +18.0% | -6.3% | +3.0% |
| 3M | +9.8% | +16.9% | -7.0% | +1.4% |
| 6M | +15.6% | +28.2% | -12.6% | +2.0% |
| YTD | +45.3% | +69.3% | -24.1% | +12.3% |
| 1Y | +48.3% | +69.5% | -21.2% | +14.1% |
| All | +54.6% | +73.2% | -18.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling