+3.6%
XLY vs PL
-0.6%
+4.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.6% | +4.5% |
| 7D | +6.1% | -11.7% | +17.8% | +6.5% |
| 30D | +10.8% | -27.1% | +37.9% | +12.0% |
| 3M | +3.6% | -44.6% | +48.2% | +5.7% |
| 6M | +4.4% | -67.2% | +71.5% | +8.1% |
| YTD | +3.1% | -35.9% | +38.9% | +3.9% |
| 1Y | +3.6% | -0.4% | +4.0% | +1.7% |
| All | +3.6% | -0.6% | +4.2% | +1.7% |
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