+143.8%
XLU vs PR
+169.5%
-25.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | +0.8% | +2.9% | -2.1% | +0.8% |
| 30D | -1.3% | +18.0% | -19.4% | -1.4% |
| 3M | -1.3% | +16.9% | -18.2% | -1.4% |
| 6M | -7.6% | +28.2% | -35.8% | -7.7% |
| YTD | +2.3% | +69.3% | -67.1% | +2.0% |
| 1Y | +5.8% | +69.5% | -63.7% | +5.5% |
| 3Y | +50.5% | +81.7% | -31.2% | +50.0% |
| 5Y | +44.1% | +422.2% | -378.1% | +44.9% |
| 10Y | +138.2% | +110.4% | +27.9% | +149.3% |
| All | +143.8% | +169.5% | -25.7% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling