+112.2%
PG vs XLP
+106.4%
+5.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -0.8% |
| 7D | -3.4% | -2.9% | -0.5% | -0.3% |
| 30D | -2.6% | -2.2% | -0.4% | -0.3% |
| 3M | -3.3% | -0.6% | -2.8% | -2.9% |
| 6M | -6.7% | -2.2% | -4.5% | -4.7% |
| YTD | +1.7% | +8.3% | -6.5% | -6.6% |
| 1Y | -7.9% | +5.7% | -13.6% | -13.4% |
| 3Y | +0.9% | +25.7% | -24.7% | -20.8% |
| 5Y | +12.6% | +31.3% | -18.6% | -15.6% |
| All | +112.2% | +106.4% | +5.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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