+52.0%
XLU vs PL
+75.7%
-23.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | +0.6% | -13.9% | +14.5% | +1.1% |
| 30D | -0.4% | -25.5% | +25.0% | +0.4% |
| 3M | -1.7% | -44.8% | +43.0% | -0.2% |
| 6M | -7.1% | -33.3% | +26.2% | -6.9% |
| YTD | +1.9% | -12.7% | +14.6% | +0.9% |
| 1Y | +6.1% | +90.9% | -84.8% | +1.5% |
| 3Y | +48.8% | +528.5% | -479.7% | +30.4% |
| 5Y | +43.8% | +72.7% | -28.9% | +30.5% |
| All | +52.0% | +75.7% | -23.8% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling