-3.1%
XLY vs PR
+78.8%
-81.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.4% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -6.1% | +10.4% | -16.5% | -4.8% |
| 3M | -1.2% | +21.1% | -22.3% | +1.7% |
| 6M | -1.8% | +28.8% | -30.5% | +0.5% |
| YTD | -5.9% | +71.8% | -77.7% | -4.1% |
| 1Y | -3.1% | +73.3% | -76.4% | -2.4% |
| All | -3.1% | +78.8% | -81.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling