+76.8%
XLF vs PL
+28.1%
+48.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -1.3% |
| 7D | +1.2% | -6.8% | +8.0% | +1.5% |
| 30D | +6.3% | -29.3% | +35.6% | +8.6% |
| 3M | -0.8% | -44.8% | +44.0% | +2.8% |
| 6M | +11.0% | -68.4% | +79.4% | +18.4% |
| YTD | +5.6% | -36.4% | +42.0% | +5.3% |
| 1Y | +10.8% | +0.7% | +10.1% | +5.8% |
| 3Y | +77.8% | +455.3% | -377.5% | +36.9% |
| 5Y | +55.6% | +22.7% | +33.0% | +26.9% |
| All | +76.8% | +28.1% | +48.8% | +43.1% |
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