+0.3%
XLU vs PL
+7.9%
-7.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.7% | +5.6% | -4.9% | +0.7% |
| 30D | +5.6% | -16.9% | +22.5% | +5.6% |
| 3M | +2.1% | -38.2% | +40.4% | +2.0% |
| 6M | -0.9% | -63.4% | +62.6% | -0.9% |
| YTD | +4.6% | -27.6% | +32.2% | +4.0% |
| 1Y | +0.3% | +6.6% | -6.2% | -1.6% |
| All | +0.3% | +7.9% | -7.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling