-5.8%
XLC vs PL
-0.6%
-5.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.8% | +3.6% |
| 7D | +1.8% | -11.7% | +13.5% | +2.0% |
| 30D | -6.0% | -27.1% | +21.2% | -5.4% |
| 3M | -6.0% | -44.6% | +38.6% | -5.0% |
| 6M | -9.1% | -67.2% | +58.1% | -7.3% |
| YTD | -10.0% | -35.9% | +25.8% | -9.0% |
| 1Y | -5.8% | -0.4% | -5.4% | -5.6% |
| All | -5.8% | -0.6% | -5.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling