+172.5%
XLK vs PL
+81.7%
+90.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +2.3% | -7.5% | +9.8% | +3.2% |
| 30D | -0.1% | -25.6% | +25.5% | +3.5% |
| 3M | +2.1% | -45.6% | +47.7% | +9.2% |
| 6M | +37.2% | -29.5% | +66.7% | +39.8% |
| YTD | +30.8% | -9.7% | +40.5% | +28.6% |
| 1Y | +42.6% | +84.4% | -41.7% | +26.7% |
| 3Y | +121.8% | +550.0% | -428.2% | +53.4% |
| 5Y | +145.7% | +79.0% | +66.7% | +82.4% |
| All | +172.5% | +81.7% | +90.8% | +101.3% |
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 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