+41.2%
XLP vs PL
+84.9%
-43.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.0% | -9.3% | +8.3% | -0.9% |
| 30D | -0.9% | -18.9% | +18.0% | -0.7% |
| 3M | +3.8% | -58.4% | +62.2% | +4.6% |
| 6M | -1.7% | -30.3% | +28.6% | -1.9% |
| YTD | +10.3% | -8.1% | +18.4% | +9.5% |
| 1Y | +7.8% | +180.5% | -172.7% | +4.6% |
| 3Y | +27.2% | +444.1% | -416.9% | +19.3% |
| 5Y | +32.5% | +83.0% | -50.5% | +25.4% |
| All | +41.2% | +84.9% | -43.7% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling