+22.9%
XLB vs PL
+8.1%
+14.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.5% | +5.6% | -5.1% | +0.2% |
| 30D | +6.9% | -16.9% | +23.9% | +7.5% |
| 3M | -0.2% | -38.2% | +38.1% | +1.2% |
| 6M | +3.3% | -63.4% | +66.7% | +6.5% |
| YTD | +18.0% | -27.6% | +45.7% | +17.8% |
| All | +22.9% | +8.1% | +14.8% | +18.9% |
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