+27.4%
XLY vs PL
+72.5%
-45.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | -2.1% | -13.9% | +11.8% | -0.6% |
| 30D | -6.0% | -25.5% | +19.4% | -3.2% |
| 3M | -2.7% | -44.8% | +42.0% | +2.9% |
| 6M | -1.5% | -33.3% | +31.8% | -0.2% |
| YTD | -5.4% | -12.7% | +7.2% | -8.1% |
| 1Y | -3.8% | +90.9% | -94.7% | -16.6% |
| 3Y | +36.6% | +528.5% | -491.9% | -10.2% |
| 5Y | +27.4% | +72.7% | -45.4% | -8.2% |
| All | +27.4% | +72.5% | -45.2% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling