+36.5%
XLB vs PL
+82.7%
-46.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -1.4% | -9.3% | +7.9% | -0.7% |
| 30D | -0.4% | -18.9% | +18.5% | +1.1% |
| 3M | +2.0% | -58.4% | +60.3% | +8.1% |
| 6M | +1.8% | -30.3% | +32.1% | +2.5% |
| YTD | +16.6% | -8.1% | +24.7% | +14.1% |
| 1Y | +16.9% | +180.5% | -163.6% | +2.0% |
| 3Y | +32.6% | +444.1% | -411.6% | +2.2% |
| All | +36.5% | +82.7% | -46.1% | +7.6% |
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