+25.0%
XLV vs PL
+13.3%
+11.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | +1.6% | +22.3% | -20.7% | +1.6% |
| 30D | +10.7% | -8.3% | +19.0% | +10.6% |
| 3M | +11.9% | -43.3% | +55.2% | +11.6% |
| 6M | +29.8% | -65.8% | +95.7% | +29.6% |
| YTD | +22.8% | -29.5% | +52.4% | +21.0% |
| All | +25.0% | +13.3% | +11.7% | +20.9% |
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 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