+42.6%
XLK vs PR
+74.4%
-31.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.4% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | -0.1% | +17.4% | -17.4% | +1.2% |
| 3M | +2.1% | +21.8% | -19.6% | +3.9% |
| 6M | +37.2% | +27.6% | +9.6% | +38.3% |
| YTD | +30.8% | +71.4% | -40.6% | +31.6% |
| 1Y | +42.6% | +78.3% | -35.7% | +42.1% |
| All | +42.6% | +74.4% | -31.8% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling