+79.4%
XLF vs PL
+46.6%
+32.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.5% | -13.0% | +0.5% |
| 7D | +0.7% | +10.9% | -10.1% | -0.1% |
| 30D | +6.0% | -16.4% | +22.3% | +7.0% |
| 3M | +1.0% | -39.9% | +41.0% | +4.1% |
| 6M | +14.0% | -63.2% | +77.2% | +20.3% |
| YTD | +7.2% | -27.1% | +34.3% | +5.9% |
| 1Y | +11.6% | +12.2% | -0.6% | +5.8% |
| 3Y | +81.2% | +584.3% | -503.1% | +37.3% |
| 5Y | +57.9% | +37.0% | +20.9% | +28.5% |
| All | +79.4% | +46.6% | +32.7% | +43.8% |
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