+44.8%
XLP vs PL
+459.7%
-414.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.4% | +9.7% | +3.3% |
| 7D | +5.9% | -11.7% | +17.6% | +5.8% |
| 30D | +13.5% | -27.1% | +40.6% | +13.4% |
| 3M | +8.4% | -44.6% | +53.0% | +8.3% |
| 6M | +11.5% | -67.2% | +78.7% | +11.5% |
| YTD | +20.6% | -35.9% | +56.5% | +19.9% |
| 1Y | +24.3% | -0.4% | +24.7% | +23.0% |
| All | +44.8% | +459.7% | -414.9% | +36.7% |
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