+34.7%
XLC vs PL
+11.6%
+23.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | +0.2% |
| 7D | +3.1% | -20.5% | +23.6% | +5.0% |
| 30D | -6.5% | -38.8% | +32.2% | -2.9% |
| 3M | -5.6% | -49.1% | +43.5% | -0.6% |
| 6M | -9.2% | -69.4% | +60.1% | -1.4% |
| YTD | -10.6% | -42.3% | +31.8% | -9.8% |
| 1Y | -6.9% | -14.2% | +7.3% | -10.4% |
| 3Y | +59.9% | +398.7% | -338.8% | +15.8% |
| 5Y | +34.7% | +11.1% | +23.5% | +6.4% |
| All | +34.7% | +11.6% | +23.1% | +6.4% |
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