+227.7%
XLE vs PL
+41.8%
+185.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.6% |
| 7D | +4.4% | +22.3% | -17.9% | +3.4% |
| 30D | -4.3% | -8.3% | +4.0% | -4.1% |
| 3M | +6.0% | -43.3% | +49.3% | +8.4% |
| 6M | +13.2% | -65.8% | +79.0% | +17.8% |
| YTD | +46.7% | -29.5% | +76.2% | +45.4% |
| 1Y | +46.6% | +11.7% | +34.9% | +40.9% |
| 3Y | +69.6% | +540.6% | -471.0% | +37.9% |
| 5Y | +166.5% | +32.9% | +133.6% | +130.1% |
| All | +227.7% | +41.8% | +185.9% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling