+38.4%
XLY vs PR
+87.2%
-48.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -4.9% | +17.4% | -22.3% | -7.2% |
| 3M | -1.0% | +21.8% | -22.8% | -4.2% |
| 6M | 0.0% | +27.6% | -27.6% | -4.8% |
| YTD | -4.2% | +71.4% | -75.6% | -14.6% |
| 1Y | -2.7% | +78.3% | -81.0% | -14.4% |
| 3Y | +38.4% | +85.5% | -47.0% | +17.3% |
| All | +38.4% | +87.2% | -48.7% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling