+67.4%
XLV vs PL
+40.9%
+26.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +2.2% | +10.0% | -7.8% | +1.9% |
| 30D | +8.6% | -2.3% | +10.8% | +8.5% |
| 3M | +12.6% | -44.2% | +56.8% | +14.4% |
| 6M | +29.8% | -66.1% | +95.9% | +33.6% |
| YTD | +23.5% | -30.0% | +53.5% | +22.7% |
| 1Y | +25.7% | +21.0% | +4.7% | +21.8% |
| 3Y | +56.3% | +516.5% | -460.2% | +35.1% |
| 5Y | +53.1% | +32.0% | +21.1% | +36.0% |
| All | +67.4% | +40.9% | +26.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling