+41.4%
XLB vs PL
+403.1%
-361.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.1% | +7.2% | -2.3% |
| 7D | -0.4% | -20.5% | +20.2% | +0.9% |
| 30D | +5.2% | -38.8% | +44.0% | +8.1% |
| 3M | -0.1% | -49.1% | +49.0% | +3.5% |
| 6M | +2.4% | -69.4% | +71.8% | +8.6% |
| YTD | +16.9% | -42.3% | +59.2% | +17.7% |
| 1Y | +25.0% | -14.2% | +39.2% | +21.8% |
| All | +41.4% | +403.1% | -361.7% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling