+159.4%
XLU vs PR
+65.1%
+94.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | +0.7% | -9.5% | +10.2% | +0.8% |
| 30D | +5.6% | -5.7% | +11.3% | +5.6% |
| 3M | +2.1% | +3.0% | -0.8% | +2.1% |
| 6M | -0.9% | +11.8% | -12.7% | -0.9% |
| YTD | +4.6% | +58.5% | -53.9% | +4.3% |
| 1Y | +0.3% | +69.9% | -69.6% | +0.1% |
| 3Y | +58.6% | +84.9% | -26.3% | +58.0% |
| 5Y | +51.5% | +246.4% | -195.0% | +51.6% |
| 10Y | +159.4% | +70.3% | +89.1% | +178.3% |
| All | +159.4% | +65.1% | +94.3% | +178.3% |
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