+42.7%
XLP vs PL
+11.6%
+31.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.4% | -0.7% |
| 7D | +3.5% | -20.5% | +24.0% | +3.6% |
| 30D | +11.6% | -38.8% | +50.3% | +11.9% |
| 3M | +7.6% | -49.1% | +56.8% | +8.2% |
| 6M | +10.0% | -69.4% | +79.4% | +10.9% |
| YTD | +19.7% | -42.3% | +62.1% | +19.3% |
| 1Y | +23.5% | -14.2% | +37.6% | +22.0% |
| 3Y | +44.0% | +398.7% | -354.7% | +34.1% |
| 5Y | +42.7% | +11.1% | +31.6% | +33.7% |
| All | +42.7% | +11.6% | +31.1% | +33.7% |
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 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