+52.9%
XLU vs PR
+219.1%
-166.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +0.3% | -12.4% | +12.7% | +1.1% |
| 30D | +5.7% | -6.6% | +12.3% | +6.1% |
| 3M | +1.2% | +7.5% | -6.4% | +0.5% |
| 6M | -0.7% | +10.8% | -11.5% | -1.7% |
| YTD | +4.7% | +57.0% | -52.3% | +1.0% |
| 1Y | +0.4% | +67.9% | -67.5% | -3.7% |
| 3Y | +59.6% | +87.6% | -28.0% | +50.3% |
| 5Y | +52.9% | +220.4% | -167.5% | +39.7% |
| All | +52.9% | +219.1% | -166.2% | +39.7% |
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