+71.1%
XLI vs PR
+73.2%
-2.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.1% | +2.9% | -4.0% | -1.5% |
| 30D | -5.9% | +18.0% | -24.0% | -8.4% |
| 3M | -0.3% | +16.9% | -17.1% | -3.0% |
| 6M | +0.1% | +28.2% | -28.1% | -5.1% |
| YTD | +13.6% | +69.3% | -55.7% | +1.2% |
| 1Y | +17.2% | +69.5% | -52.3% | +4.1% |
| All | +71.1% | +73.2% | -2.1% | +44.7% |
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