+218.0%
XLE vs PL
+82.7%
+135.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +2.2% | -9.3% | +11.5% | +2.6% |
| 30D | +11.8% | -18.9% | +30.7% | +12.7% |
| 3M | +9.8% | -58.4% | +68.2% | +13.8% |
| 6M | +15.6% | -30.3% | +45.9% | +15.7% |
| YTD | +45.3% | -8.1% | +53.4% | +42.7% |
| 1Y | +48.3% | +180.5% | -132.2% | +34.5% |
| 3Y | +55.4% | +444.1% | -388.7% | +28.9% |
| All | +218.0% | +82.7% | +135.3% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling