+103.5%
XLK vs PL
+20.8%
+82.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.4% | -8.9% | +0.2% |
| 7D | -8.2% | -6.8% | -1.4% | -7.5% |
| 30D | -18.2% | -29.3% | +11.1% | -14.8% |
| 3M | -11.0% | -44.8% | +33.8% | -4.7% |
| 6M | -2.9% | -68.4% | +65.5% | +9.8% |
| YTD | +14.8% | -36.4% | +51.2% | +17.5% |
| 1Y | +14.5% | +0.7% | +13.8% | +9.8% |
| 3Y | +94.2% | +455.3% | -361.1% | +36.3% |
| All | +103.5% | +20.8% | +82.7% | +61.6% |
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