+51.4%
XLV vs PL
+84.9%
-33.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | +0.2% | -9.3% | +9.5% | +0.5% |
| 30D | +4.4% | -18.9% | +23.4% | +5.1% |
| 3M | +13.2% | -58.4% | +71.6% | +16.1% |
| 6M | +10.1% | -30.3% | +40.4% | +10.2% |
| YTD | +11.7% | -8.1% | +19.8% | +10.3% |
| 1Y | +26.9% | +180.5% | -153.6% | +18.5% |
| 3Y | +35.0% | +444.1% | -409.2% | +18.0% |
| 5Y | +35.9% | +83.0% | -47.2% | +20.1% |
| All | +51.4% | +84.9% | -33.5% | +33.5% |
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 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