+49.9%
XLE vs PL
-0.6%
+50.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.4% | +1.6% | -4.8% |
| 7D | -7.2% | -11.7% | +4.5% | -7.3% |
| 30D | +0.1% | -27.1% | +27.2% | -0.2% |
| 3M | +9.2% | -44.6% | +53.8% | +8.5% |
| 6M | +8.4% | -67.2% | +75.5% | +7.6% |
| YTD | +44.9% | -35.9% | +80.7% | +44.2% |
| 1Y | +49.9% | -0.4% | +50.3% | +50.4% |
| All | +49.9% | -0.6% | +50.5% | +50.4% |
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 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