+234.4%
XLF vs PR
+66.7%
+167.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.5% |
| 7D | +0.7% | -12.4% | +13.1% | +1.9% |
| 30D | +6.0% | -6.6% | +12.5% | +6.5% |
| 3M | +1.0% | +7.5% | -6.5% | +0.1% |
| 6M | +14.0% | +10.8% | +3.2% | +12.4% |
| YTD | +7.2% | +57.0% | -49.8% | +2.1% |
| 1Y | +11.6% | +67.9% | -56.3% | +5.6% |
| 3Y | +81.2% | +87.6% | -6.4% | +68.2% |
| 5Y | +57.9% | +220.4% | -162.5% | +36.8% |
| 10Y | +234.4% | +64.8% | +169.6% | +192.5% |
| All | +234.4% | +66.7% | +167.7% | +192.5% |
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