+71.6%
XLI vs PR
+86.9%
-15.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.5% | -9.5% | +8.0% | -0.1% |
| 30D | -0.3% | -5.7% | +5.4% | +0.3% |
| 3M | -8.4% | +3.0% | -11.3% | -9.2% |
| 6M | -2.1% | +11.8% | -13.9% | -4.7% |
| YTD | +9.6% | +58.5% | -48.8% | -2.1% |
| 1Y | +10.7% | +69.9% | -59.2% | -2.9% |
| 3Y | +71.6% | +84.9% | -13.3% | +44.4% |
| All | +71.6% | +86.9% | -15.3% | +44.4% |
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 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