+730.5%
XLK vs PR
+152.6%
+577.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.3% |
| 7D | -8.2% | -16.4% | +8.2% | -7.2% |
| 30D | -18.2% | -1.9% | -16.3% | -18.1% |
| 3M | -11.0% | +8.0% | -19.0% | -11.5% |
| 6M | -2.9% | +4.1% | -7.0% | -3.3% |
| YTD | +14.8% | +58.7% | -43.9% | +11.1% |
| 1Y | +14.5% | +75.8% | -61.3% | +10.0% |
| 3Y | +94.2% | +73.2% | +21.0% | +85.9% |
| 5Y | +104.6% | +230.1% | -125.5% | +87.4% |
| 10Y | +690.2% | +67.4% | +622.9% | +703.1% |
| All | +730.5% | +152.6% | +577.9% | +735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling