+152.3%
XLK vs PL
+41.8%
+110.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | +7.0% | +22.3% | -15.2% | +4.2% |
| 30D | -11.5% | -8.3% | -3.2% | -10.7% |
| 3M | -7.9% | -43.3% | +35.4% | -1.8% |
| 6M | -0.6% | -65.8% | +65.2% | +11.3% |
| YTD | +21.1% | -29.5% | +50.6% | +22.2% |
| 1Y | +18.8% | +11.7% | +7.1% | +12.4% |
| 3Y | +97.3% | +540.6% | -443.3% | +35.8% |
| 5Y | +115.5% | +32.9% | +82.7% | +66.0% |
| All | +152.3% | +41.8% | +110.5% | +91.4% |
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