+147.3%
XLK vs PL
+40.9%
+106.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +3.4% | +10.0% | -6.7% | +2.0% |
| 30D | -10.6% | -2.3% | -8.3% | -10.5% |
| 3M | -10.6% | -44.2% | +33.6% | -4.6% |
| 6M | -3.5% | -66.1% | +62.6% | +8.2% |
| YTD | +18.7% | -30.0% | +48.7% | +19.9% |
| 1Y | +19.4% | +21.0% | -1.6% | +11.9% |
| 3Y | +94.5% | +516.5% | -422.1% | +34.6% |
| 5Y | +111.2% | +32.0% | +79.2% | +62.8% |
| All | +147.3% | +40.9% | +106.3% | +87.7% |
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