+43.7%
XLP vs PL
+403.1%
-359.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.4% | -0.8% |
| 7D | +3.5% | -20.5% | +24.0% | +3.4% |
| 30D | +11.6% | -38.8% | +50.3% | +11.4% |
| 3M | +7.6% | -49.1% | +56.8% | +7.5% |
| 6M | +10.0% | -69.4% | +79.4% | +9.9% |
| YTD | +19.7% | -42.3% | +62.1% | +18.9% |
| 1Y | +23.5% | -14.2% | +37.6% | +22.2% |
| All | +43.7% | +403.1% | -359.4% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling