+67.4%
XLF vs PL
+82.7%
-15.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | -9.3% | +9.3% | +0.6% |
| 30D | +0.2% | -18.9% | +19.1% | +1.5% |
| 3M | +11.7% | -58.4% | +70.1% | +17.7% |
| 6M | +13.8% | -30.3% | +44.1% | +14.1% |
| YTD | +7.0% | -8.1% | +15.1% | +4.5% |
| 1Y | +9.1% | +180.5% | -171.4% | -4.3% |
| 3Y | +75.6% | +444.1% | -368.5% | +37.0% |
| All | +67.4% | +82.7% | -15.2% | +31.9% |
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