+12.8%
PG vs XLP
+31.1%
-18.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.7% | -2.5% | -0.1% | -0.1% |
| 30D | -1.5% | -1.9% | +0.3% | +0.4% |
| 3M | -3.4% | -2.1% | -1.2% | -1.3% |
| 6M | -7.0% | -1.8% | -5.1% | -5.3% |
| YTD | +2.0% | +8.3% | -6.3% | -6.4% |
| 1Y | -6.5% | +6.8% | -13.3% | -12.9% |
| 3Y | +1.2% | +25.7% | -24.6% | -20.4% |
| 5Y | +12.8% | +31.9% | -19.1% | -15.6% |
| All | +12.8% | +31.1% | -18.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling