+231.7%
XLI vs PR
+72.8%
+158.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +1.1% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.1% | -4.6% | +5.7% | +1.4% |
| 3M | -7.7% | +4.7% | -12.4% | -8.2% |
| 6M | -1.8% | +12.4% | -14.3% | -3.1% |
| YTD | +11.1% | +62.9% | -51.8% | +6.0% |
| 1Y | +12.1% | +70.6% | -58.5% | +6.5% |
| 3Y | +73.8% | +90.0% | -16.2% | +62.5% |
| 5Y | +73.8% | +255.5% | -181.8% | +52.1% |
| 10Y | +231.7% | +78.7% | +153.0% | +206.2% |
| All | +231.7% | +72.8% | +158.9% | +206.2% |
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