+143.2%
XLU vs PR
+88.3%
+54.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +0.6% | -0.8% | +1.5% | +0.6% |
| 30D | -0.4% | +11.3% | -11.7% | -0.5% |
| 3M | -1.7% | +24.1% | -25.8% | -1.8% |
| 6M | -7.1% | +25.4% | -32.5% | -7.2% |
| YTD | +1.9% | +71.2% | -69.3% | +1.7% |
| 1Y | +6.1% | +78.6% | -72.5% | +5.8% |
| 3Y | +48.8% | +85.2% | -36.5% | +48.3% |
| 5Y | +43.8% | +419.0% | -375.2% | +44.6% |
| 10Y | +143.2% | +86.2% | +56.9% | +161.3% |
| All | +143.2% | +88.3% | +54.9% | +161.3% |
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