+45.0%
XLE vs PL
-11.4%
+56.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.1% | +7.1% | -3.0% |
| 7D | -10.3% | -20.5% | +10.2% | -10.5% |
| 30D | -3.3% | -38.8% | +35.4% | -3.8% |
| 3M | +8.2% | -49.1% | +57.3% | +7.5% |
| 6M | +5.0% | -69.4% | +74.4% | +4.2% |
| YTD | +40.6% | -42.3% | +82.9% | +39.8% |
| 1Y | +45.0% | -14.2% | +59.2% | +45.5% |
| All | +45.0% | -11.4% | +56.5% | +45.5% |
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