+51.8%
XLY vs PL
+536.4%
-484.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +2.0% | +10.0% | -8.0% | +1.3% |
| 30D | +7.6% | -2.3% | +9.9% | +7.6% |
| 3M | +1.5% | -44.2% | +45.7% | +5.5% |
| 6M | +1.5% | -66.1% | +67.6% | +8.5% |
| YTD | +1.1% | -30.0% | +31.1% | +0.5% |
| 1Y | +4.3% | +21.0% | -16.8% | -2.0% |
| 3Y | +51.8% | +516.5% | -464.7% | +11.1% |
| All | +51.8% | +536.4% | -484.6% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling