+277.8%
XLF vs PR
+169.5%
+108.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | +0.2% | +18.0% | -17.9% | -1.4% |
| 3M | +11.7% | +16.9% | -5.1% | +9.9% |
| 6M | +13.8% | +28.2% | -14.4% | +10.8% |
| YTD | +7.0% | +69.3% | -62.3% | +1.5% |
| 1Y | +9.1% | +69.5% | -60.4% | +3.3% |
| 3Y | +75.6% | +81.7% | -6.1% | +63.7% |
| 5Y | +66.4% | +422.2% | -355.8% | +39.0% |
| 10Y | +250.3% | +110.4% | +139.9% | +199.5% |
| All | +277.8% | +169.5% | +108.4% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling