+44.6%
XLP vs PR
+239.6%
-195.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.5% | +9.9% | +3.6% |
| 7D | +5.9% | -12.1% | +18.0% | +6.4% |
| 30D | +13.5% | +0.9% | +12.6% | +13.3% |
| 3M | +8.4% | +10.1% | -1.7% | +7.8% |
| 6M | +11.5% | +1.1% | +10.4% | +11.3% |
| YTD | +20.6% | +63.7% | -43.0% | +17.4% |
| 1Y | +24.3% | +87.0% | -62.7% | +20.1% |
| 3Y | +45.1% | +70.7% | -25.7% | +39.4% |
| 5Y | +44.6% | +246.8% | -202.2% | +31.4% |
| All | +44.6% | +239.6% | -195.0% | +31.4% |
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 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