+273.0%
XLF vs PR
+152.6%
+120.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +1.2% | -16.4% | +17.6% | +2.7% |
| 30D | +6.3% | -1.9% | +8.2% | +6.4% |
| 3M | -0.8% | +8.0% | -8.7% | -1.7% |
| 6M | +11.0% | +4.1% | +6.9% | +10.2% |
| YTD | +5.6% | +58.7% | -53.1% | +0.6% |
| 1Y | +10.8% | +75.8% | -65.0% | +4.4% |
| 3Y | +77.8% | +73.2% | +4.6% | +66.3% |
| 5Y | +55.6% | +230.1% | -174.5% | +34.7% |
| 10Y | +252.5% | +67.4% | +185.1% | +201.0% |
| All | +273.0% | +152.6% | +120.5% | +218.4% |
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