+127.5%
XLP vs PR
+62.9%
+64.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.7% |
| 7D | +3.5% | -16.5% | +20.0% | +3.7% |
| 30D | +11.6% | -4.5% | +16.1% | +11.6% |
| 3M | +7.6% | +8.5% | -0.9% | +7.5% |
| 6M | +10.0% | -3.3% | +13.4% | +10.0% |
| YTD | +19.7% | +55.7% | -36.0% | +19.0% |
| 1Y | +23.5% | +82.0% | -58.6% | +22.5% |
| 3Y | +44.0% | +62.5% | -18.5% | +42.8% |
| 5Y | +42.7% | +223.9% | -181.2% | +40.3% |
| All | +127.5% | +62.9% | +64.6% | +144.1% |
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 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