+54.2%
XLC vs PL
+84.9%
-30.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.8% | -9.3% | +8.5% | -0.1% |
| 30D | +1.0% | -18.9% | +20.0% | +2.7% |
| 3M | -0.7% | -58.4% | +57.7% | +5.9% |
| 6M | -5.1% | -30.3% | +25.2% | -4.5% |
| YTD | -4.3% | -8.1% | +3.8% | -6.8% |
| 1Y | -0.6% | +180.5% | -181.1% | -15.5% |
| 3Y | +72.7% | +444.1% | -371.4% | +26.9% |
| 5Y | +38.0% | +83.0% | -45.0% | +4.2% |
| All | +54.2% | +84.9% | -30.7% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling