+16.9%
XLB vs PL
+176.6%
-159.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | -1.4% | -9.3% | +7.9% | -1.1% |
| 30D | -0.4% | -18.9% | +18.5% | +0.2% |
| 3M | +2.0% | -58.4% | +60.3% | +4.6% |
| 6M | +1.8% | -30.3% | +32.1% | +2.6% |
| YTD | +16.6% | -8.1% | +24.7% | +16.0% |
| 1Y | +16.9% | +180.5% | -163.6% | +12.6% |
| All | +16.9% | +176.6% | -159.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling