+67.4%
XLF vs PR
+433.6%
-366.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | 0.0% | +2.9% | -2.9% | -0.4% |
| 30D | +0.2% | +18.0% | -17.9% | -2.4% |
| 3M | +11.7% | +16.9% | -5.1% | +8.7% |
| 6M | +13.8% | +28.2% | -14.4% | +8.7% |
| YTD | +7.0% | +69.3% | -62.3% | -2.6% |
| 1Y | +9.1% | +69.5% | -60.4% | -1.0% |
| 3Y | +75.6% | +81.7% | -6.1% | +54.3% |
| All | +67.4% | +433.6% | -366.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling