-5.6%
XLC vs PL
-3.5%
-2.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -9.9% | +0.2% |
| 7D | +4.9% | -6.8% | +11.7% | +5.0% |
| 30D | -5.8% | -29.3% | +23.5% | -5.2% |
| 3M | -5.4% | -44.8% | +39.3% | -4.5% |
| 6M | -10.2% | -68.4% | +58.2% | -8.5% |
| YTD | -10.2% | -36.4% | +26.2% | -9.0% |
| 1Y | -5.6% | +0.7% | -6.3% | -5.1% |
| All | -5.6% | -3.5% | -2.1% | -5.1% |
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