-0.3%
PG vs XLP
+25.5%
-25.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -0.9% |
| 7D | -3.4% | -2.9% | -0.5% | -0.5% |
| 30D | -2.6% | -2.2% | -0.4% | -0.4% |
| 3M | -3.3% | -0.6% | -2.8% | -3.0% |
| 6M | -6.7% | -2.2% | -4.5% | -4.8% |
| YTD | +1.7% | +8.3% | -6.5% | -6.6% |
| 1Y | -7.9% | +5.7% | -13.6% | -13.3% |
| All | -0.3% | +25.5% | -25.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling