+33.1%
XLV vs PL
+518.4%
-485.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | -2.6% | -7.5% | +4.9% | -2.5% |
| 30D | +0.9% | -25.6% | +26.4% | +1.5% |
| 3M | +10.0% | -45.6% | +55.6% | +11.4% |
| 6M | +10.4% | -29.5% | +39.9% | +10.3% |
| YTD | +8.9% | -9.7% | +18.6% | +7.6% |
| 1Y | +23.4% | +84.4% | -61.0% | +18.3% |
| 3Y | +33.1% | +550.0% | -516.9% | +15.6% |
| All | +33.1% | +518.4% | -485.3% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling