+34.1%
XLP vs PR
+433.6%
-399.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.0% | +2.9% | -3.9% | -1.1% |
| 30D | -0.9% | +18.0% | -18.9% | -1.6% |
| 3M | +3.8% | +16.9% | -13.1% | +3.0% |
| 6M | -1.7% | +28.2% | -29.9% | -3.1% |
| YTD | +10.3% | +69.3% | -59.1% | +7.2% |
| 1Y | +7.8% | +69.5% | -61.7% | +4.7% |
| 3Y | +27.2% | +81.7% | -54.5% | +21.9% |
| All | +34.1% | +433.6% | -399.5% | +18.1% |
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 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