+28.6%
XLB vs PL
+31.5%
-2.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +0.5% | +10.0% | -9.5% | -0.2% |
| 30D | +5.2% | -2.3% | +7.4% | +5.1% |
| 3M | +0.3% | -44.2% | +44.5% | +4.3% |
| 6M | +1.2% | -66.1% | +67.3% | +8.2% |
| YTD | +16.6% | -30.0% | +46.6% | +16.0% |
| 1Y | +21.4% | +21.0% | +0.4% | +14.6% |
| 3Y | +43.2% | +516.5% | -473.3% | +8.0% |
| All | +28.6% | +31.5% | -2.9% | +4.6% |
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 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