+217.7%
XLV vs PR
+86.0%
+131.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +2.2% | +6.0% | -3.8% | +2.0% |
| 30D | +8.6% | -4.2% | +12.8% | +8.6% |
| 3M | +12.6% | +10.0% | +2.6% | +12.2% |
| 6M | +29.8% | +15.6% | +14.2% | +29.1% |
| YTD | +23.5% | +68.2% | -44.7% | +21.5% |
| 1Y | +25.7% | +79.2% | -53.5% | +23.5% |
| 3Y | +56.3% | +94.9% | -38.6% | +52.7% |
| 5Y | +53.1% | +272.8% | -219.7% | +46.5% |
| All | +217.7% | +86.0% | +131.7% | +242.2% |
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