+116.1%
PG vs XLB
+163.8%
-47.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.8% | -2.8% | +2.0% | +0.3% |
| 30D | +0.8% | -3.1% | +3.9% | +2.0% |
| 3M | -1.3% | -0.2% | -1.2% | -1.4% |
| 6M | -3.8% | +3.1% | -6.9% | -5.2% |
| YTD | +3.6% | +13.3% | -9.6% | -1.6% |
| 1Y | -5.7% | +12.0% | -17.8% | -10.2% |
| 3Y | +1.6% | +31.4% | -29.8% | -10.2% |
| 5Y | +14.6% | +33.9% | -19.3% | -0.7% |
| All | +116.1% | +163.8% | -47.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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