+51.4%
XLP vs PL
+28.1%
+23.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.4% | -11.7% | -1.3% |
| 7D | +0.7% | -6.8% | +7.6% | +0.8% |
| 30D | +10.3% | -29.3% | +39.6% | +10.5% |
| 3M | +6.5% | -44.8% | +51.3% | +7.0% |
| 6M | +8.4% | -68.4% | +76.8% | +9.3% |
| YTD | +18.2% | -36.4% | +54.6% | +17.7% |
| 1Y | +22.4% | +0.7% | +21.7% | +20.8% |
| 3Y | +41.9% | +455.3% | -413.4% | +32.2% |
| 5Y | +40.9% | +22.7% | +18.2% | +33.0% |
| All | +51.4% | +28.1% | +23.3% | +43.8% |
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