+141.1%
XRT vs PR
+72.8%
+68.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.3% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | +9.8% | -4.6% | +14.4% | +10.1% |
| 3M | +3.3% | +4.7% | -1.4% | +2.5% |
| 6M | +13.6% | +12.4% | +1.1% | +11.8% |
| YTD | +9.1% | +62.9% | -53.8% | +3.1% |
| 1Y | +15.1% | +70.6% | -55.5% | +8.3% |
| 3Y | +59.9% | +90.0% | -30.1% | +47.8% |
| 5Y | -1.7% | +255.5% | -257.3% | -15.7% |
| 10Y | +141.1% | +78.7% | +62.4% | +121.8% |
| All | +141.1% | +72.8% | +68.3% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling