+121.6%
XLK vs PR
+82.3%
+39.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +0.9% | +2.9% | -2.1% | +0.3% |
| 30D | +0.7% | +18.0% | -17.3% | -2.5% |
| 3M | -2.9% | +16.9% | -19.8% | -6.0% |
| 6M | +34.3% | +28.2% | +6.0% | +26.2% |
| YTD | +30.4% | +69.3% | -38.9% | +14.1% |
| 1Y | +43.4% | +69.5% | -26.1% | +24.9% |
| All | +121.6% | +82.3% | +39.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling