+69.9%
XLI vs PR
+273.3%
-203.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +3.8% | +6.0% | -2.2% | +2.9% |
| 30D | +1.0% | -4.2% | +5.2% | +1.5% |
| 3M | -8.9% | +10.0% | -18.9% | -10.5% |
| 6M | -2.3% | +15.6% | -17.9% | -5.1% |
| YTD | +9.7% | +68.2% | -58.5% | -0.6% |
| 1Y | +12.3% | +79.2% | -66.9% | +0.6% |
| 3Y | +71.5% | +94.9% | -23.4% | +48.7% |
| All | +69.9% | +273.3% | -203.4% | +28.6% |
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