+80.1%
XLF vs PR
+93.4%
-13.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +1.2% | +6.7% | -5.5% | +0.4% |
| 30D | +6.2% | -6.1% | +12.3% | +6.8% |
| 3M | +0.9% | +6.9% | -6.0% | -0.5% |
| 6M | +13.6% | +14.6% | -1.0% | +10.6% |
| YTD | +7.6% | +66.1% | -58.6% | -3.3% |
| 1Y | +10.2% | +77.0% | -66.9% | -2.4% |
| All | +80.1% | +93.4% | -13.3% | +52.0% |
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