-3.2%
XRT vs PR
+225.6%
-228.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -2.0% |
| 7D | +2.3% | -16.5% | +18.9% | +5.4% |
| 30D | +9.8% | -4.5% | +14.3% | +10.3% |
| 3M | -0.2% | +8.5% | -8.7% | -2.4% |
| 6M | +8.4% | -3.3% | +11.7% | +7.9% |
| YTD | +7.5% | +55.7% | -48.2% | -3.6% |
| 1Y | +13.2% | +82.0% | -68.9% | -2.1% |
| 3Y | +52.0% | +62.5% | -10.4% | +31.7% |
| 5Y | -3.2% | +223.9% | -227.1% | -30.5% |
| All | -3.2% | +225.6% | -228.8% | -30.5% |
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