+144.0%
XLK vs PR
+433.6%
-289.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +0.9% | +2.9% | -2.1% | +0.4% |
| 30D | +0.7% | +18.0% | -17.3% | -2.1% |
| 3M | -2.9% | +16.9% | -19.8% | -5.7% |
| 6M | +34.3% | +28.2% | +6.0% | +27.6% |
| YTD | +30.4% | +69.3% | -38.9% | +17.6% |
| 1Y | +43.4% | +69.5% | -26.1% | +28.9% |
| 3Y | +116.8% | +81.7% | +35.1% | +88.8% |
| All | +144.0% | +433.6% | -289.7% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling