+31.6%
XLB vs PL
+11.6%
+20.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.1% | +7.2% | -2.2% |
| 7D | -0.4% | -20.5% | +20.2% | +1.2% |
| 30D | +5.2% | -38.8% | +44.0% | +8.9% |
| 3M | -0.1% | -49.1% | +49.0% | +4.6% |
| 6M | +2.4% | -69.4% | +71.8% | +10.3% |
| YTD | +16.9% | -42.3% | +59.2% | +18.0% |
| 1Y | +25.0% | -14.2% | +39.2% | +21.2% |
| 3Y | +40.7% | +398.7% | -358.0% | +7.8% |
| 5Y | +31.6% | +11.1% | +20.5% | +9.0% |
| All | +31.6% | +11.6% | +20.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling