+27.4%
XLY vs PR
+429.1%
-401.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.1% | -0.8% | -1.2% | -2.0% |
| 30D | -6.0% | +11.3% | -17.3% | -7.5% |
| 3M | -2.7% | +24.1% | -26.8% | -6.1% |
| 6M | -1.5% | +25.4% | -26.8% | -5.5% |
| YTD | -5.4% | +71.2% | -76.7% | -14.1% |
| 1Y | -3.8% | +78.6% | -82.4% | -13.5% |
| 3Y | +36.6% | +85.2% | -48.7% | +19.9% |
| 5Y | +27.4% | +419.0% | -391.6% | -7.6% |
| All | +27.4% | +429.1% | -401.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling