+125.1%
XRT vs PR
+169.5%
-44.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +0.8% | +2.9% | -2.1% | +0.5% |
| 30D | -4.2% | +18.0% | -22.2% | -5.8% |
| 3M | +5.1% | +16.9% | -11.8% | +3.3% |
| 6M | +2.4% | +28.2% | -25.8% | -0.5% |
| YTD | +3.2% | +69.3% | -66.1% | -2.5% |
| 1Y | +1.5% | +69.5% | -68.0% | -4.2% |
| 3Y | +40.6% | +81.7% | -41.1% | +30.7% |
| 5Y | -1.0% | +422.2% | -423.2% | -17.2% |
| 10Y | +128.4% | +110.4% | +18.1% | +102.9% |
| All | +125.1% | +169.5% | -44.4% | +99.4% |
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