+34.4%
XLV vs PL
+72.5%
-38.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | -3.7% | -13.9% | +10.2% | -3.2% |
| 30D | -1.1% | -25.5% | +24.4% | -0.2% |
| 3M | +8.2% | -44.8% | +53.0% | +10.1% |
| 6M | +8.9% | -33.3% | +42.2% | +9.2% |
| YTD | +8.5% | -12.7% | +21.2% | +7.3% |
| 1Y | +22.3% | +90.9% | -68.6% | +16.5% |
| 3Y | +32.6% | +528.5% | -495.8% | +15.0% |
| 5Y | +34.4% | +72.7% | -38.3% | +17.5% |
| All | +34.4% | +72.5% | -38.2% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling