+246.4%
XLF vs PR
+101.2%
+145.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | -0.5% | +17.4% | -17.9% | -2.0% |
| 3M | +10.6% | +21.8% | -11.1% | +8.5% |
| 6M | +14.3% | +27.6% | -13.3% | +11.3% |
| YTD | +5.5% | +71.4% | -65.9% | -0.1% |
| 1Y | +9.6% | +78.3% | -68.8% | +3.2% |
| 3Y | +75.2% | +85.5% | -10.3% | +62.9% |
| 5Y | +65.5% | +422.7% | -357.1% | +38.1% |
| 10Y | +246.4% | +87.1% | +159.3% | +196.9% |
| All | +246.4% | +101.2% | +145.2% | +196.9% |
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