+30.9%
XLB vs PL
+37.0%
-6.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.5% | -12.6% | +0.8% |
| 7D | -1.4% | +10.9% | -12.2% | -2.3% |
| 30D | +7.1% | -16.4% | +23.5% | +8.2% |
| 3M | +0.6% | -39.9% | +40.6% | +4.0% |
| 6M | +3.5% | -63.2% | +66.7% | +10.0% |
| YTD | +18.2% | -27.1% | +45.4% | +17.2% |
| 1Y | +25.6% | +12.2% | +13.4% | +19.3% |
| 3Y | +46.7% | +584.3% | -537.6% | +9.5% |
| 5Y | +30.9% | +37.0% | -6.1% | +6.6% |
| All | +30.9% | +37.0% | -6.1% | +6.6% |
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