+39.8%
XLB vs PL
+41.8%
-2.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.1% |
| 7D | 0.0% | +22.3% | -22.2% | -1.5% |
| 30D | +5.3% | -8.3% | +13.6% | +5.7% |
| 3M | 0.0% | -43.3% | +43.3% | +3.8% |
| 6M | +1.2% | -65.8% | +67.1% | +8.3% |
| YTD | +16.9% | -29.5% | +46.4% | +16.2% |
| 1Y | +20.9% | +11.7% | +9.2% | +14.8% |
| 3Y | +43.3% | +540.6% | -497.2% | +7.6% |
| 5Y | +28.3% | +32.9% | -4.6% | +4.5% |
| All | +39.8% | +41.8% | -2.0% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling