+563.1%
PG vs XLB
+796.4%
-233.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | +0.8% | -3.1% | +3.9% | +1.9% |
| 3M | -1.3% | -0.2% | -1.2% | -1.4% |
| 6M | -3.8% | +3.1% | -6.9% | -5.0% |
| YTD | +3.6% | +13.3% | -9.6% | -1.0% |
| 1Y | -5.7% | +12.0% | -17.8% | -9.6% |
| 3Y | +1.6% | +31.4% | -29.8% | -8.6% |
| 5Y | +14.6% | +33.9% | -19.3% | +1.5% |
| 10Y | +121.2% | +162.3% | -41.1% | +52.5% |
| All | +563.1% | +796.4% | -233.3% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling