+719.7%
XLK vs PR
+86.0%
+633.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | +3.4% | +6.0% | -2.6% | +3.0% |
| 30D | -10.6% | -4.2% | -6.4% | -10.4% |
| 3M | -10.6% | +10.0% | -20.6% | -11.3% |
| 6M | -3.5% | +15.6% | -19.1% | -4.6% |
| YTD | +18.7% | +68.2% | -49.5% | +14.4% |
| 1Y | +19.4% | +79.2% | -59.8% | +14.6% |
| 3Y | +94.5% | +94.9% | -0.5% | +84.8% |
| 5Y | +111.2% | +272.8% | -161.6% | +92.1% |
| All | +719.7% | +86.0% | +633.7% | +758.2% |
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