+43.6%
XLE vs PL
-3.5%
+47.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | 0.0% |
| 7D | -12.0% | -6.8% | -5.2% | -12.0% |
| 30D | -2.7% | -29.3% | +26.5% | -3.1% |
| 3M | +6.6% | -44.8% | +51.3% | +6.0% |
| 6M | +9.5% | -68.4% | +77.9% | +8.7% |
| YTD | +40.6% | -36.4% | +76.9% | +39.7% |
| 1Y | +43.6% | +0.7% | +42.9% | +43.6% |
| All | +43.6% | -3.5% | +47.1% | +43.6% |
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