+247.5%
XLI vs PR
+152.6%
+95.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -2.8% | -16.4% | +13.6% | -1.5% |
| 30D | -3.1% | -1.9% | -1.2% | -3.0% |
| 3M | -11.7% | +8.0% | -19.7% | -12.4% |
| 6M | -7.6% | +4.1% | -11.7% | -8.2% |
| YTD | +5.7% | +58.7% | -53.0% | +1.1% |
| 1Y | +7.8% | +75.8% | -68.0% | +2.2% |
| 3Y | +67.4% | +73.2% | -5.8% | +57.7% |
| 5Y | +64.8% | +230.1% | -165.3% | +45.2% |
| 10Y | +241.2% | +67.4% | +173.8% | +209.5% |
| All | +247.5% | +152.6% | +95.0% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling