+30.8%
XLY vs PL
+70.3%
-39.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -3.9% | -9.0% | +5.2% | -2.9% |
| 30D | -6.1% | -29.6% | +23.5% | -2.7% |
| 3M | -1.2% | -45.7% | +44.5% | +4.8% |
| 6M | -1.8% | -34.3% | +32.5% | -0.4% |
| YTD | -5.9% | -15.4% | +9.5% | -8.2% |
| 1Y | -3.1% | +86.1% | -89.2% | -15.7% |
| 3Y | +36.0% | +509.1% | -473.1% | -10.3% |
| 5Y | +27.6% | +68.3% | -40.8% | -6.5% |
| All | +30.8% | +70.3% | -39.5% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling