+178.2%
XLU vs P
+485.4%
-307.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +0.8% | +6.5% | -5.7% | +0.4% |
| 30D | -1.3% | +18.8% | -20.2% | -2.5% |
| 3M | -1.3% | +26.7% | -28.1% | -3.2% |
| 6M | -7.6% | +62.2% | -69.8% | -11.1% |
| YTD | +2.3% | +48.5% | -46.2% | -1.3% |
| 1Y | +5.8% | +26.4% | -20.6% | +2.7% |
| 3Y | +50.5% | +159.4% | -108.9% | +35.2% |
| 5Y | +44.1% | +275.8% | -231.7% | +23.5% |
| 10Y | +138.2% | +732.0% | -593.8% | +86.3% |
| All | +178.2% | +485.4% | -307.1% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling