+32.9%
XLV vs PL
-0.6%
+33.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.4% | +3.0% |
| 7D | +5.5% | -11.7% | +17.3% | +5.4% |
| 30D | +13.3% | -27.1% | +40.4% | +13.1% |
| 3M | +17.4% | -44.6% | +62.0% | +17.0% |
| 6M | +32.1% | -67.2% | +99.3% | +31.6% |
| YTD | +24.0% | -35.9% | +59.9% | +22.8% |
| 1Y | +32.9% | -0.4% | +33.3% | +31.0% |
| All | +32.9% | -0.6% | +33.5% | +31.0% |
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