+132.2%
PG vs XLC
+141.1%
-8.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.4% | -1.4% | -2.0% | -2.9% |
| 30D | -2.6% | -0.9% | -1.7% | -2.3% |
| 3M | -3.3% | -0.3% | -3.0% | -3.3% |
| 6M | -6.7% | -5.2% | -1.5% | -5.2% |
| YTD | +1.7% | -5.3% | +7.1% | +3.4% |
| 1Y | -7.9% | -2.8% | -5.1% | -7.3% |
| 3Y | +0.9% | +71.2% | -70.3% | -17.8% |
| 5Y | +12.6% | +37.6% | -24.9% | -0.3% |
| All | +132.2% | +141.1% | -8.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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