+43.8%
XLU vs P
+274.2%
-230.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -1.0% |
| 7D | +0.6% | +5.0% | -4.4% | +0.5% |
| 30D | -0.4% | -0.9% | +0.5% | -0.5% |
| 3M | -1.7% | +38.7% | -40.4% | -3.0% |
| 6M | -7.1% | +54.4% | -61.5% | -8.9% |
| YTD | +1.9% | +44.8% | -42.9% | +0.1% |
| 1Y | +6.1% | +22.5% | -16.4% | +4.5% |
| 3Y | +48.8% | +148.2% | -99.5% | +39.7% |
| 5Y | +43.8% | +268.9% | -225.1% | +29.8% |
| All | +43.8% | +274.2% | -230.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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