-3.2%
XRT vs PL
+11.6%
-14.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.1% | +7.3% | -1.7% |
| 7D | +2.3% | -20.5% | +22.9% | +4.9% |
| 30D | +9.8% | -38.8% | +48.6% | +15.8% |
| 3M | -0.2% | -49.1% | +49.0% | +7.3% |
| 6M | +8.4% | -69.4% | +77.8% | +21.7% |
| YTD | +7.5% | -42.3% | +49.9% | +8.3% |
| 1Y | +13.2% | -14.2% | +27.4% | +6.5% |
| 3Y | +52.0% | +398.7% | -346.7% | -5.1% |
| 5Y | -3.2% | +11.1% | -14.3% | -30.5% |
| All | -3.2% | +11.6% | -14.7% | -30.5% |
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