+34.8%
XLY vs PL
+540.6%
-505.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -0.5% | -7.5% | +7.0% | 0.0% |
| 30D | -4.9% | -25.6% | +20.7% | -2.8% |
| 3M | -1.0% | -45.6% | +44.6% | +3.2% |
| 6M | 0.0% | -29.5% | +29.6% | +0.6% |
| YTD | -4.2% | -9.7% | +5.5% | -6.3% |
| 1Y | -2.7% | +84.4% | -87.0% | -12.0% |
| All | +34.8% | +540.6% | -505.8% | -3.0% |
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