+804.3%
XLK vs PR
+88.3%
+715.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.3% | -0.8% | +3.2% | +2.4% |
| 30D | +0.8% | +11.3% | -10.4% | +0.1% |
| 3M | +4.1% | +24.1% | -20.0% | +2.5% |
| 6M | +34.8% | +25.4% | +9.4% | +32.5% |
| YTD | +30.8% | +71.2% | -40.4% | +26.0% |
| 1Y | +42.4% | +78.6% | -36.3% | +36.6% |
| 3Y | +121.8% | +85.2% | +36.6% | +111.3% |
| 5Y | +146.6% | +419.0% | -272.4% | +121.6% |
| 10Y | +804.3% | +86.2% | +718.0% | +832.6% |
| All | +804.3% | +88.3% | +715.9% | +832.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling