+169.4%
XLV vs PR
+87.6%
+81.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | +1.8% | -5.3% | -3.6% |
| 30D | -1.8% | +10.9% | -12.7% | -2.1% |
| 3M | +7.8% | +24.5% | -16.7% | +7.1% |
| 6M | +9.1% | +25.0% | -15.9% | +8.4% |
| YTD | +7.7% | +72.4% | -64.6% | +6.0% |
| 1Y | +20.4% | +77.2% | -56.8% | +18.4% |
| 3Y | +30.8% | +90.5% | -59.7% | +27.8% |
| 5Y | +34.6% | +423.5% | -388.9% | +28.1% |
| All | +169.4% | +87.6% | +81.7% | +186.0% |
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