+70.8%
XLI vs PR
+269.8%
-198.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +4.3% | +6.7% | -2.4% | +3.3% |
| 30D | +0.5% | -6.1% | +6.6% | +1.2% |
| 3M | -8.6% | +6.9% | -15.5% | -9.8% |
| 6M | -2.3% | +14.6% | -16.9% | -5.0% |
| YTD | +10.1% | +66.1% | -56.0% | 0.0% |
| 1Y | +11.0% | +77.0% | -66.0% | -0.4% |
| 3Y | +72.3% | +93.8% | -21.6% | +49.6% |
| 5Y | +70.8% | +268.2% | -197.4% | +29.3% |
| All | +70.8% | +269.8% | -198.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling