+563.1%
PG vs XLF
+411.5%
+151.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | -1.3% | +9.2% | -10.5% | -3.8% |
| 6M | -3.8% | +16.3% | -20.2% | -7.9% |
| YTD | +3.6% | +5.4% | -1.8% | +1.9% |
| 1Y | -5.7% | +7.6% | -13.3% | -7.9% |
| 3Y | +1.6% | +74.2% | -72.6% | -14.3% |
| 5Y | +14.6% | +66.1% | -51.5% | -2.7% |
| 10Y | +121.2% | +252.8% | -131.6% | +47.3% |
| All | +563.1% | +411.5% | +151.5% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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