+238.2%
XLY vs PR
+164.4%
+73.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.6% |
| 7D | +2.4% | +6.7% | -4.3% | +2.0% |
| 30D | +7.2% | -6.1% | +13.4% | +7.6% |
| 3M | +2.4% | +6.9% | -4.4% | +1.8% |
| 6M | +2.3% | +14.6% | -12.3% | +1.0% |
| YTD | +1.5% | +66.1% | -64.6% | -2.5% |
| 1Y | +2.1% | +77.0% | -74.9% | -2.4% |
| 3Y | +53.0% | +93.8% | -40.8% | +44.6% |
| 5Y | +23.3% | +268.2% | -245.0% | +10.5% |
| 10Y | +234.8% | +82.3% | +152.4% | +212.7% |
| All | +238.2% | +164.4% | +73.8% | +213.4% |
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 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