+221.9%
XLY vs PR
+169.5%
+52.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.2% |
| 30D | -3.1% | +18.0% | -21.2% | -4.3% |
| 3M | -1.8% | +16.9% | -18.7% | -3.0% |
| 6M | -0.9% | +28.2% | -29.1% | -2.9% |
| YTD | -3.4% | +69.3% | -72.7% | -7.2% |
| 1Y | -1.5% | +69.5% | -71.0% | -5.5% |
| 3Y | +38.8% | +81.7% | -42.9% | +31.7% |
| 5Y | +30.5% | +422.2% | -391.8% | +15.0% |
| 10Y | +215.3% | +110.4% | +104.9% | +195.6% |
| All | +221.9% | +169.5% | +52.5% | +198.4% |
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