+145.1%
XRT vs PR
+65.1%
+80.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +4.1% | -9.5% | +13.6% | +5.0% |
| 30D | +9.9% | -5.7% | +15.6% | +10.4% |
| 3M | +2.3% | +3.0% | -0.7% | +1.7% |
| 6M | +9.6% | +11.8% | -2.2% | +7.8% |
| YTD | +9.1% | +58.5% | -49.3% | +3.5% |
| 1Y | +16.2% | +69.9% | -53.6% | +9.4% |
| 3Y | +60.1% | +84.9% | -24.8% | +48.3% |
| 5Y | -0.5% | +246.4% | -246.9% | -14.4% |
| 10Y | +145.1% | +70.3% | +74.8% | +125.0% |
| All | +145.1% | +65.1% | +80.1% | +125.0% |
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