-9.2%
XLC vs PL
-71.0%
+61.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | -0.3% |
| 7D | +3.1% | -20.5% | +23.6% | +3.7% |
| 30D | -6.5% | -38.8% | +32.2% | -5.3% |
| 3M | -5.6% | -49.1% | +43.5% | -4.1% |
| 6M | -9.2% | -69.4% | +60.1% | -6.8% |
| All | -9.2% | -71.0% | +61.8% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling