+260.5%
XLI vs PR
+152.2%
+108.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.5% | -9.5% | +8.0% | -0.7% |
| 30D | -0.3% | -5.7% | +5.4% | +0.1% |
| 3M | -8.4% | +3.0% | -11.3% | -8.7% |
| 6M | -2.1% | +11.8% | -13.9% | -3.3% |
| YTD | +9.6% | +58.5% | -48.8% | +4.9% |
| 1Y | +10.7% | +69.9% | -59.2% | +5.2% |
| 3Y | +71.6% | +84.9% | -13.3% | +60.9% |
| 5Y | +70.8% | +246.4% | -175.7% | +50.1% |
| 10Y | +228.0% | +70.3% | +157.7% | +197.7% |
| All | +260.5% | +152.2% | +108.3% | +229.4% |
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 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