+190.6%
XLV vs PR
+169.5%
+21.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +0.2% | +2.9% | -2.7% | +0.1% |
| 30D | +4.4% | +18.0% | -13.6% | +4.0% |
| 3M | +13.2% | +16.9% | -3.6% | +12.7% |
| 6M | +10.1% | +28.2% | -18.1% | +9.3% |
| YTD | +11.7% | +69.3% | -57.6% | +10.0% |
| 1Y | +26.9% | +69.5% | -42.6% | +24.9% |
| 3Y | +35.0% | +81.7% | -46.7% | +32.1% |
| 5Y | +35.9% | +422.2% | -386.4% | +29.4% |
| 10Y | +179.0% | +110.4% | +68.6% | +195.9% |
| All | +190.6% | +169.5% | +21.2% | +206.3% |
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 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